+35.3%
SWKS vs COO
+38.3%
-3.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | -3.1% | +4.5% | -7.7% | -5.4% |
| 30D | +8.3% | +16.9% | -8.6% | -0.2% |
| 3M | +20.2% | -16.7% | +36.9% | +29.3% |
| 6M | +24.9% | +5.9% | +19.0% | +15.6% |
| YTD | +33.2% | -22.4% | +55.6% | +47.1% |
| 1Y | +23.6% | -10.1% | +33.7% | +24.7% |
| 3Y | +1.3% | -22.8% | +24.0% | +6.1% |
| 5Y | -40.6% | -41.4% | +0.8% | -27.5% |
| 10Y | +35.3% | +41.3% | -6.0% | +4.0% |
| All | +35.3% | +38.3% | -3.1% | +4.0% |
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