-41.9%
SWKS vs ONTO
+112.9%
-154.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.2% | -3.5% |
| 7D | -2.7% | +1.4% | -4.1% | -4.3% |
| 30D | +8.5% | -34.1% | +42.6% | +23.6% |
| 3M | +17.3% | -37.1% | +54.4% | +33.9% |
| 6M | +25.1% | -31.8% | +56.9% | +34.3% |
| YTD | +33.3% | +22.9% | +10.4% | +10.1% |
| 1Y | +22.9% | +39.5% | -16.6% | -4.1% |
| 3Y | +5.5% | +57.7% | -52.1% | -35.2% |
| 5Y | -41.9% | +115.8% | -157.7% | -72.9% |
| All | -41.9% | +112.9% | -154.8% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling