+110.0%
NOK vs SWK
+29.6%
+80.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | -10.5% | +11.0% | -21.5% | -13.9% |
| 30D | -27.9% | +30.1% | -57.9% | -34.4% |
| 3M | -18.8% | +14.7% | -33.4% | -23.0% |
| 6M | -41.9% | +44.5% | -86.4% | -49.3% |
| YTD | +18.4% | +59.4% | -41.0% | -1.2% |
| 1Y | +10.9% | +77.5% | -66.7% | -11.1% |
| 3Y | +137.9% | +49.5% | +88.4% | +94.8% |
| 5Y | +47.8% | -24.9% | +72.7% | +50.3% |
| All | +110.0% | +29.6% | +80.5% | +59.3% |
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