+516.0%
ON vs SWKS
+37.5%
+478.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.8% | +8.4% | +8.5% |
| 7D | -1.4% | -2.7% | +1.3% | +1.1% |
| 30D | -10.9% | +8.5% | -19.3% | -16.7% |
| 3M | -14.9% | +17.3% | -32.1% | -28.0% |
| 6M | -33.0% | +25.1% | -58.1% | -46.6% |
| YTD | +27.6% | +33.3% | -5.7% | -7.3% |
| 1Y | +44.5% | +22.9% | +21.6% | +12.7% |
| 3Y | +7.4% | +5.5% | +1.9% | -11.2% |
| 5Y | +18.7% | -41.9% | +60.6% | +73.7% |
| 10Y | +516.0% | +32.4% | +483.5% | +379.4% |
| All | +516.0% | +37.5% | +478.4% | +379.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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