+24.0%
SWKS vs COO
-10.8%
+34.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.2% |
| 7D | -3.1% | +4.5% | -7.7% | -2.3% |
| 30D | +8.3% | +16.9% | -8.6% | +11.4% |
| 3M | +20.2% | -16.7% | +36.9% | +23.5% |
| 6M | +24.9% | +5.9% | +19.0% | +24.0% |
| YTD | +33.2% | -22.4% | +55.6% | +49.8% |
| All | +24.0% | -10.8% | +34.8% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling