+18.9%
SWKS vs OMC
+24.5%
-5.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.2% | -8.1% | -2.9% |
| 7D | -4.9% | +12.5% | -17.5% | -5.0% |
| 30D | -1.2% | +16.3% | -17.5% | -1.3% |
| 3M | +24.2% | +8.1% | +16.1% | +23.9% |
| 6M | +21.5% | +17.2% | +4.3% | +20.9% |
| YTD | +33.5% | +11.8% | +21.7% | +35.4% |
| 1Y | +18.9% | +23.9% | -5.0% | +19.1% |
| All | +18.9% | +24.5% | -5.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling