-4.4%
ON vs SWKS
-0.7%
-3.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.3% |
| 7D | -11.7% | -6.2% | -5.5% | -7.7% |
| 30D | -23.3% | -1.5% | -21.8% | -22.5% |
| 3M | -19.2% | +23.0% | -42.1% | -31.7% |
| 6M | -40.1% | +27.6% | -67.7% | -50.4% |
| YTD | +16.9% | +32.3% | -15.4% | -8.5% |
| 1Y | +29.7% | +20.1% | +9.6% | +9.2% |
| 3Y | -4.4% | +0.6% | -5.1% | -22.3% |
| All | -4.4% | -0.7% | -3.7% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling