-43.0%
SWKS vs O
+10.9%
-53.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.3% |
| 7D | -9.2% | +4.5% | -13.7% | -11.2% |
| 30D | -1.9% | +10.2% | -12.1% | -6.6% |
| 3M | +21.2% | -3.8% | +25.0% | +23.3% |
| 6M | +12.9% | -3.8% | +16.7% | +14.2% |
| YTD | +30.7% | +10.3% | +20.4% | +21.9% |
| 1Y | +14.1% | +11.9% | +2.3% | +5.4% |
| 3Y | -1.7% | +38.1% | -39.8% | -22.2% |
| 5Y | -43.0% | +11.1% | -54.1% | -47.9% |
| All | -43.0% | +10.9% | -53.9% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling