+127.2%
NOK vs SWKS
+35.1%
+92.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -2.7% | -3.1% | +0.4% | -1.5% |
| 30D | -20.4% | +8.3% | -28.7% | -22.4% |
| 3M | -9.6% | +20.2% | -29.9% | -15.6% |
| 6M | -35.6% | +24.9% | -60.6% | -40.4% |
| YTD | +27.5% | +33.2% | -5.6% | +14.4% |
| 1Y | +18.4% | +23.6% | -5.2% | +8.7% |
| 3Y | +151.8% | +1.3% | +150.6% | +132.9% |
| 5Y | +61.1% | -40.6% | +101.7% | +74.3% |
| All | +127.2% | +35.1% | +92.1% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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