+137.9%
NOK vs SWK
+46.0%
+91.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | -10.5% | +11.0% | -21.5% | -13.0% |
| 30D | -27.9% | +30.1% | -57.9% | -32.8% |
| 3M | -18.8% | +14.7% | -33.4% | -21.9% |
| 6M | -41.9% | +44.5% | -86.4% | -47.6% |
| YTD | +18.4% | +59.4% | -41.0% | +3.0% |
| 1Y | +10.9% | +77.5% | -66.7% | -6.6% |
| 3Y | +137.9% | +49.5% | +88.4% | +103.9% |
| All | +137.9% | +46.0% | +91.9% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling