+8,794.6%
SWKS vs NOC
+16,788.6%
-7,994.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -9.2% | -6.6% | -2.6% | -7.3% |
| 30D | -1.9% | +8.7% | -10.6% | -4.6% |
| 3M | +21.2% | -5.4% | +26.6% | +22.9% |
| 6M | +12.9% | -5.1% | +18.0% | +13.7% |
| YTD | +30.7% | -6.8% | +37.5% | +31.3% |
| 1Y | +14.1% | -6.4% | +20.6% | +14.4% |
| 3Y | -1.7% | +17.3% | -19.0% | -10.3% |
| 5Y | -43.0% | +56.3% | -99.3% | -54.3% |
| 10Y | +34.3% | +173.9% | -139.5% | -13.6% |
| All | +8,794.6% | +16,788.6% | -7,994.0% | +2,314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling