+127.9%
NOK vs SWK
+18.1%
+109.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +5.4% | -1.4% | +6.7% | +5.9% |
| 30D | -14.1% | +25.5% | -39.6% | -21.0% |
| 3M | -23.6% | +11.8% | -35.4% | -26.9% |
| 6M | -45.1% | +48.7% | -93.8% | -52.5% |
| YTD | +24.7% | +57.2% | -32.5% | +4.6% |
| 1Y | +19.0% | +75.3% | -56.2% | -4.1% |
| 3Y | +147.0% | +51.9% | +95.1% | +101.0% |
| 5Y | +58.2% | -30.7% | +88.9% | +65.9% |
| All | +127.9% | +18.1% | +109.8% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling