-25.2%
SWKS vs OMC
+15.0%
-40.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.5% |
| 7D | +12.5% | -6.4% | +18.9% | +15.2% |
| 30D | +10.5% | +1.1% | +9.4% | +9.6% |
| 3M | -7.4% | +10.4% | -17.8% | -12.0% |
| 6M | +32.7% | -1.7% | +34.4% | +32.5% |
| YTD | +19.2% | +4.4% | +14.7% | +15.3% |
| 1Y | +2.4% | +8.4% | -6.1% | -4.3% |
| All | -25.2% | +15.0% | -40.2% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling