+24.9%
SWKS vs OTIS
+118.6%
-93.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -6.2% | +4.2% | -10.4% | -8.3% |
| 30D | -1.5% | +20.1% | -21.6% | -10.5% |
| 3M | +23.0% | +7.6% | +15.4% | +17.6% |
| 6M | +27.6% | +4.2% | +23.4% | +23.5% |
| YTD | +32.3% | -8.1% | +40.4% | +36.5% |
| 1Y | +20.1% | -11.5% | +31.6% | +26.5% |
| 3Y | +0.6% | +3.8% | -3.2% | -4.7% |
| 5Y | -42.3% | +5.0% | -47.3% | -46.2% |
| All | +24.9% | +118.6% | -93.7% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling