+46.0%
SWKS vs NOC
+163.6%
-117.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.4% | +5.5% | +5.9% |
| 7D | +5.7% | +4.9% | +0.8% | +4.5% |
| 30D | +17.3% | +13.6% | +3.7% | +13.9% |
| 3M | +28.3% | -3.9% | +32.1% | +29.2% |
| 6M | +26.1% | +1.4% | +24.7% | +24.9% |
| YTD | +41.1% | -2.2% | +43.3% | +39.8% |
| 1Y | +31.4% | -1.2% | +32.6% | +29.8% |
| 3Y | +7.3% | +25.0% | -17.7% | -2.6% |
| 5Y | -37.7% | +66.0% | -103.7% | -51.0% |
| 10Y | +46.0% | +161.4% | -115.4% | -6.7% |
| All | +46.0% | +163.6% | -117.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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