+47.0%
SWKS vs O
+83.2%
-36.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.9% | +5.9% |
| 7D | +5.7% | +0.6% | +5.1% | +5.4% |
| 30D | +17.3% | +9.4% | +7.9% | +12.5% |
| 3M | +28.3% | -2.4% | +30.6% | +29.4% |
| 6M | +26.1% | -1.9% | +27.9% | +26.1% |
| YTD | +41.1% | +10.5% | +30.6% | +33.2% |
| 1Y | +31.4% | +10.0% | +21.4% | +24.3% |
| 3Y | +7.3% | +40.5% | -33.2% | -10.5% |
| 5Y | -37.7% | +10.2% | -47.9% | -42.0% |
| All | +47.0% | +83.2% | -36.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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