-43.0%
SWKS vs OUST
-56.4%
+13.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -0.9% |
| 7D | -9.2% | -5.0% | -4.2% | -8.8% |
| 30D | -1.9% | -32.0% | +30.1% | +2.6% |
| 3M | +21.2% | -32.4% | +53.6% | +26.1% |
| 6M | +12.9% | +6.7% | +6.2% | +7.3% |
| YTD | +30.7% | +41.0% | -10.3% | +18.1% |
| 1Y | +14.1% | +18.0% | -3.8% | +5.2% |
| 3Y | -1.7% | +560.6% | -562.3% | -39.6% |
| 5Y | -43.0% | -55.1% | +12.1% | -49.9% |
| All | -43.0% | -56.4% | +13.4% | -49.9% |
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