+18.9%
SWKS vs OTIS
-9.8%
+28.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -3.0% |
| 7D | -4.9% | +9.5% | -14.4% | -5.4% |
| 30D | -1.2% | +21.1% | -22.3% | -2.5% |
| 3M | +24.2% | +9.0% | +15.1% | +24.3% |
| 6M | +21.5% | +6.4% | +15.1% | +22.0% |
| YTD | +33.5% | -7.1% | +40.6% | +40.6% |
| 1Y | +18.9% | -10.1% | +29.0% | +28.6% |
| All | +18.9% | -9.8% | +28.7% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling