-2.7%
NOC vs SWK
+79.5%
-82.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +2.7% |
| 7D | -2.9% | +10.7% | -13.6% | -2.9% |
| 30D | +12.1% | +33.3% | -21.2% | +11.3% |
| 3M | -5.3% | +14.7% | -19.9% | -5.5% |
| 6M | -1.0% | +48.5% | -49.5% | -2.6% |
| YTD | -4.3% | +63.9% | -68.2% | -7.1% |
| All | -2.7% | +79.5% | -82.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling