-53.0%
SWKS vs OTIS
-15.5%
-37.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.8% |
| 7D | +12.5% | -0.7% | +13.2% | +13.0% |
| 30D | +10.5% | -2.0% | +12.5% | +11.9% |
| 3M | -7.4% | +2.6% | -10.0% | -9.6% |
| 6M | +32.7% | -20.9% | +53.6% | +53.6% |
| YTD | +19.2% | -17.1% | +36.3% | +33.2% |
| 1Y | +2.4% | -15.9% | +18.3% | +12.9% |
| 3Y | -25.6% | -12.7% | -12.9% | -23.6% |
| All | -53.0% | -15.5% | -37.5% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling