+20.0%
ON vs SWKS
-37.3%
+57.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +12.2% | +9.4% | +2.8% | +4.3% |
| 30D | -3.1% | +17.0% | -20.1% | -14.7% |
| 3M | -12.9% | +28.9% | -41.8% | -31.6% |
| 6M | -38.6% | +33.1% | -71.7% | -53.3% |
| YTD | +31.2% | +44.8% | -13.6% | -10.7% |
| 1Y | +47.6% | +36.2% | +11.4% | +6.1% |
| 3Y | +6.6% | +11.5% | -4.9% | -17.7% |
| All | +20.0% | -37.3% | +57.3% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling