+8,007.1%
SWKS vs OMC
+6,006.3%
+2,000.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.9% |
| 7D | +12.5% | -6.4% | +18.9% | +16.3% |
| 30D | +10.5% | +1.1% | +9.4% | +9.3% |
| 3M | -7.4% | +10.4% | -17.8% | -13.8% |
| 6M | +32.7% | -1.7% | +34.4% | +31.2% |
| YTD | +19.2% | +4.4% | +14.7% | +11.3% |
| 1Y | +2.4% | +8.4% | -6.1% | -7.7% |
| 3Y | -25.6% | +14.4% | -40.0% | -35.5% |
| 5Y | -53.4% | +33.9% | -87.3% | -64.2% |
| 10Y | +23.2% | +34.9% | -11.7% | -13.2% |
| All | +8,007.1% | +6,006.3% | +2,000.9% | +1,891.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling