-41.2%
SWKS vs NOC
+64.8%
-106.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | +8.3% | +14.1% | -5.8% | +7.7% |
| 3M | +20.2% | -4.6% | +24.9% | +20.5% |
| 6M | +24.9% | +0.7% | +24.2% | +24.9% |
| YTD | +33.2% | -2.6% | +35.8% | +32.8% |
| 1Y | +23.6% | -1.0% | +24.5% | +23.0% |
| 3Y | +1.3% | +24.5% | -23.2% | -1.4% |
| All | -41.2% | +64.8% | -106.0% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling