+8,902.0%
SWKS vs NOC
+16,780.9%
-7,878.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -6.2% | -5.8% | -0.3% | -4.4% |
| 30D | -1.5% | +10.9% | -12.4% | -4.7% |
| 3M | +23.0% | -7.1% | +30.1% | +25.3% |
| 6M | +27.6% | -5.3% | +32.9% | +28.6% |
| YTD | +32.3% | -6.8% | +39.1% | +32.9% |
| 1Y | +20.1% | -6.7% | +26.8% | +20.5% |
| 3Y | +0.6% | +17.2% | -16.5% | -8.1% |
| 5Y | -42.3% | +56.3% | -98.6% | -53.7% |
| 10Y | +35.9% | +173.7% | -137.8% | -12.6% |
| All | +8,902.0% | +16,780.9% | -7,878.9% | +2,344.3% |
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