-40.5%
SWKS vs OSCR
-13.8%
-26.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +9.4% | +1.3% | +8.1% | +9.2% |
| 30D | +17.0% | -9.5% | +26.5% | +17.9% |
| 3M | +28.9% | +0.9% | +28.1% | +28.1% |
| 6M | +33.1% | +31.5% | +1.7% | +27.6% |
| YTD | +44.8% | +116.1% | -71.3% | +29.7% |
| 1Y | +36.2% | +122.6% | -86.4% | +21.0% |
| 3Y | +11.5% | +356.6% | -345.1% | -15.5% |
| 5Y | -37.1% | +154.9% | -192.0% | -54.0% |
| All | -40.5% | -13.8% | -26.8% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling