+320.3%
COP vs SWKS
+33.1%
+287.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -11.5% | -6.2% | -5.4% | -9.9% |
| 30D | +5.0% | -1.5% | +6.4% | +5.3% |
| 3M | +17.5% | +23.0% | -5.5% | +9.6% |
| 6M | +16.2% | +27.6% | -11.4% | +5.0% |
| YTD | +48.8% | +32.3% | +16.5% | +31.2% |
| 1Y | +64.1% | +20.1% | +44.0% | +49.0% |
| 3Y | +25.7% | +0.6% | +25.0% | +12.5% |
| 5Y | +114.4% | -42.3% | +156.7% | +126.1% |
| All | +320.3% | +33.1% | +287.2% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling