+8,007.1%
SWKS vs NOC
+16,458.4%
-8,451.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.3% |
| 7D | +12.5% | -5.2% | +17.7% | +14.3% |
| 30D | +10.5% | -7.2% | +17.7% | +12.9% |
| 3M | -7.4% | -5.1% | -2.3% | -6.5% |
| 6M | +32.7% | -31.1% | +63.7% | +47.7% |
| YTD | +19.2% | -8.6% | +27.7% | +20.7% |
| 1Y | +2.4% | -9.7% | +12.1% | +3.9% |
| 3Y | -25.6% | +24.3% | -49.9% | -33.6% |
| 5Y | -53.4% | +52.6% | -106.1% | -62.4% |
| 10Y | +23.2% | +183.6% | -160.4% | -21.6% |
| All | +8,007.1% | +16,458.4% | -8,451.2% | +2,119.6% |
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