+36.2%
SWKS vs OMC
+24.0%
+12.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +9.4% | +1.9% | +7.6% | +9.4% |
| 30D | +17.0% | +12.2% | +4.8% | +16.9% |
| 3M | +28.9% | +0.6% | +28.3% | +29.5% |
| 6M | +33.1% | +21.0% | +12.1% | +32.4% |
| YTD | +44.8% | +12.4% | +32.4% | +47.0% |
| 1Y | +36.2% | +25.4% | +10.8% | +37.1% |
| All | +36.2% | +24.0% | +12.2% | +37.1% |
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