+8,794.6%
SWKS vs COO
+5,456.7%
+3,337.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.9% |
| 7D | -9.2% | +5.3% | -14.4% | -9.8% |
| 30D | -1.9% | +12.5% | -14.5% | -3.5% |
| 3M | +21.2% | -15.1% | +36.4% | +23.1% |
| 6M | +12.9% | +3.7% | +9.2% | +11.3% |
| YTD | +30.7% | -22.5% | +53.2% | +33.9% |
| 1Y | +14.1% | -7.8% | +21.9% | +14.2% |
| 3Y | -1.7% | -24.1% | +22.4% | +0.5% |
| 5Y | -43.0% | -40.1% | -2.9% | -40.0% |
| 10Y | +34.3% | +44.7% | -10.4% | +29.4% |
| All | +8,794.6% | +5,456.7% | +3,337.9% | +6,414.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling