-43.6%
SWKS vs OVV
+84.0%
-127.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -6.2% | -16.7% | +10.5% | -1.3% |
| 30D | -1.5% | -1.5% | 0.0% | -1.3% |
| 3M | +23.0% | +1.6% | +21.4% | +21.8% |
| 6M | +27.6% | +2.0% | +25.6% | +25.3% |
| YTD | +32.3% | +56.8% | -24.5% | +13.4% |
| 1Y | +20.1% | +64.8% | -44.7% | +1.1% |
| 3Y | +0.6% | +38.3% | -37.6% | -13.4% |
| All | -43.6% | +84.0% | -127.6% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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