-43.6%
SWKS vs COO
-41.6%
-2.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.9% |
| 7D | -6.2% | +4.7% | -10.9% | -8.0% |
| 30D | -1.5% | +13.9% | -15.4% | -6.7% |
| 3M | +23.0% | -14.9% | +37.9% | +29.9% |
| 6M | +27.6% | +2.0% | +25.6% | +21.5% |
| YTD | +32.3% | -23.9% | +56.2% | +46.9% |
| 1Y | +20.1% | -9.6% | +29.7% | +21.1% |
| 3Y | +0.6% | -25.4% | +26.1% | +6.1% |
| All | -43.6% | -41.6% | -2.0% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling