+162.5%
ON vs SWKS
+101.5%
+61.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.5% | -10.7% |
| 7D | -16.3% | -9.2% | -7.1% | -12.6% |
| 30D | -27.0% | -1.9% | -25.1% | -26.4% |
| 3M | -18.1% | +21.2% | -39.3% | -25.3% |
| 6M | -38.6% | +12.9% | -51.5% | -42.2% |
| YTD | +16.4% | +30.7% | -14.4% | +2.2% |
| 1Y | +25.8% | +14.1% | +11.7% | +17.2% |
| 3Y | -7.7% | -1.7% | -6.0% | -8.3% |
| 5Y | +6.6% | -43.0% | +49.6% | +37.4% |
| 10Y | +444.6% | +34.3% | +410.3% | +439.4% |
| All | +162.5% | +101.5% | +61.0% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling