-49.4%
SWKS vs OSCR
-11.8%
-37.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +2.0% |
| 7D | +6.8% | +4.7% | +2.1% | +6.2% |
| 30D | +11.3% | +14.8% | -3.5% | +9.5% |
| 3M | +4.1% | +16.7% | -12.6% | +1.9% |
| 6M | +39.7% | +127.5% | -87.8% | +25.6% |
| YTD | +23.2% | +121.0% | -97.8% | +10.6% |
| 1Y | +5.3% | +58.4% | -53.1% | -2.6% |
| 3Y | -15.1% | +392.4% | -407.5% | -36.2% |
| 5Y | -50.3% | +80.5% | -130.8% | -63.1% |
| All | -49.4% | -11.8% | -37.6% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling