+133.9%
NOK vs SWKS
+49.5%
+84.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.9% |
| 7D | +11.0% | +10.9% | +0.1% | +7.0% |
| 30D | -16.0% | +17.6% | -33.6% | -20.6% |
| 3M | -19.8% | +29.2% | -49.0% | -27.0% |
| 6M | -37.1% | +37.0% | -74.1% | -43.7% |
| YTD | +28.0% | +44.9% | -17.0% | +11.3% |
| 1Y | +17.9% | +33.8% | -15.9% | +5.2% |
| 3Y | +152.7% | +10.2% | +142.5% | +126.7% |
| 5Y | +62.3% | -37.0% | +99.3% | +71.8% |
| All | +133.9% | +49.5% | +84.4% | +87.4% |
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