+45.5%
NOK vs SWKS
-42.6%
+88.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.2% |
| 7D | -10.5% | -6.2% | -4.4% | -8.3% |
| 30D | -27.9% | -1.5% | -26.4% | -27.4% |
| 3M | -18.8% | +23.0% | -41.7% | -25.0% |
| 6M | -41.9% | +27.6% | -69.5% | -46.6% |
| YTD | +18.4% | +32.3% | -13.9% | +6.4% |
| 1Y | +10.9% | +20.1% | -9.3% | +2.6% |
| 3Y | +137.9% | +0.6% | +137.2% | +118.0% |
| All | +45.5% | -42.6% | +88.1% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling