-44.4%
SWKS vs OSCR
-9.5%
-34.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +9.5% |
| 7D | +17.5% | +1.1% | +16.5% | +17.4% |
| 30D | +23.0% | +16.5% | +6.5% | +20.9% |
| 3M | +19.5% | +17.0% | +2.6% | +17.1% |
| 6M | +54.3% | +145.0% | -90.7% | +37.7% |
| YTD | +35.3% | +126.7% | -91.4% | +21.1% |
| 1Y | +17.9% | +67.2% | -49.4% | +8.4% |
| 3Y | -6.8% | +405.1% | -411.9% | -30.1% |
| 5Y | -45.4% | +86.2% | -131.6% | -59.5% |
| All | -44.4% | -9.5% | -34.9% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded OSCR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling