-4.4%
SWKS vs ONTO
+658.6%
-663.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.6% | +1.0% |
| 7D | +12.5% | -1.0% | +13.5% | +12.9% |
| 30D | +10.5% | -2.9% | +13.4% | +10.0% |
| 3M | -7.4% | -2.5% | -4.9% | -10.9% |
| 6M | +32.7% | +28.2% | +4.5% | +11.4% |
| YTD | +19.2% | +69.8% | -50.6% | -13.3% |
| 1Y | +2.4% | +162.9% | -160.5% | -40.0% |
| 3Y | -25.6% | +95.9% | -121.6% | -58.0% |
| 5Y | -53.4% | +244.5% | -297.9% | -82.1% |
| All | -4.4% | +658.6% | -663.0% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling