+123.7%
NOK vs SWK
+26.9%
+96.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | -2.7% | +11.3% | -14.0% | -6.4% |
| 30D | -20.4% | +31.5% | -51.8% | -27.8% |
| 3M | -9.6% | +14.4% | -24.1% | -14.3% |
| 6M | -35.6% | +46.4% | -82.1% | -44.1% |
| YTD | +27.5% | +61.6% | -34.1% | +5.9% |
| 1Y | +18.4% | +78.7% | -60.4% | -5.3% |
| 3Y | +151.8% | +54.4% | +97.4% | +103.9% |
| 5Y | +61.1% | -25.3% | +86.4% | +64.4% |
| 10Y | +123.7% | +22.4% | +101.3% | +75.4% |
| All | +123.7% | +26.9% | +96.8% | +75.4% |
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