-53.0%
SWKS vs OUST
-56.2%
+3.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.3% |
| 7D | +12.5% | +5.2% | +7.3% | +11.7% |
| 30D | +10.5% | -19.3% | +29.8% | +13.4% |
| 3M | -7.4% | -22.6% | +15.2% | -6.2% |
| 6M | +32.7% | +62.8% | -30.1% | +19.6% |
| YTD | +19.2% | +68.3% | -49.2% | +6.1% |
| 1Y | +2.4% | +28.5% | -26.2% | -7.2% |
| 3Y | -25.6% | +554.0% | -579.7% | -53.8% |
| All | -53.0% | -56.2% | +3.1% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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