+0.6%
SWKS vs OTIS
+4.7%
-4.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -6.2% | +4.2% | -10.4% | -7.7% |
| 30D | -1.5% | +20.1% | -21.6% | -8.5% |
| 3M | +23.0% | +7.6% | +15.4% | +19.3% |
| 6M | +27.6% | +4.2% | +23.4% | +25.2% |
| YTD | +32.3% | -8.1% | +40.4% | +37.9% |
| 1Y | +20.1% | -11.5% | +31.6% | +27.8% |
| 3Y | +0.6% | +3.8% | -3.2% | -12.3% |
| All | +0.6% | +4.7% | -4.0% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling