+5.3%
SWKS vs OTIS
-18.7%
+24.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +6.8% | -2.2% | +9.0% | +7.3% |
| 30D | +11.3% | -4.3% | +15.6% | +12.4% |
| 3M | +4.1% | -2.2% | +6.2% | +4.4% |
| 6M | +39.7% | -19.9% | +59.6% | +48.8% |
| YTD | +23.2% | -19.3% | +42.5% | +30.9% |
| 1Y | +5.3% | -19.6% | +24.8% | +14.0% |
| All | +5.3% | -18.7% | +24.0% | +14.0% |
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