-43.0%
SWKS vs COO
-39.4%
-3.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.5% |
| 7D | -9.2% | +5.3% | -14.4% | -11.1% |
| 30D | -1.9% | +12.5% | -14.5% | -6.6% |
| 3M | +21.2% | -15.1% | +36.4% | +28.5% |
| 6M | +12.9% | +3.7% | +9.2% | +6.9% |
| YTD | +30.7% | -22.5% | +53.2% | +44.2% |
| 1Y | +14.1% | -7.8% | +21.9% | +14.2% |
| 3Y | -1.7% | -24.1% | +22.4% | +3.0% |
| 5Y | -43.0% | -40.1% | -2.9% | -34.9% |
| All | -43.0% | -39.4% | -3.6% | -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