+8,902.0%
SWKS vs OMC
+6,349.1%
+2,552.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -6.2% | +6.3% | -12.4% | -9.6% |
| 30D | -1.5% | +15.4% | -16.8% | -9.7% |
| 3M | +23.0% | +5.8% | +17.2% | +17.4% |
| 6M | +27.6% | +14.7% | +12.9% | +14.5% |
| YTD | +32.3% | +10.3% | +22.0% | +18.7% |
| 1Y | +20.1% | +23.2% | -3.1% | +0.3% |
| 3Y | +0.6% | +24.6% | -24.0% | -17.7% |
| 5Y | -42.3% | +50.1% | -92.4% | -58.7% |
| 10Y | +35.9% | +54.3% | -18.3% | -12.5% |
| All | +8,902.0% | +6,349.1% | +2,552.9% | +2,023.2% |
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