+32.1%
SWKS vs COO
+41.2%
-9.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.1% |
| 7D | -6.2% | +4.7% | -10.9% | -8.5% |
| 30D | -1.5% | +13.9% | -15.4% | -8.1% |
| 3M | +23.0% | -14.9% | +37.9% | +30.6% |
| 6M | +27.6% | +2.0% | +25.6% | +20.4% |
| YTD | +32.3% | -23.9% | +56.2% | +47.5% |
| 1Y | +20.1% | -9.6% | +29.7% | +20.6% |
| 3Y | +0.6% | -25.4% | +26.1% | +7.6% |
| 5Y | -42.3% | -41.2% | -1.1% | -30.0% |
| All | +32.1% | +41.2% | -9.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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