+8,007.1%
SWKS vs COO
+5,988.7%
+2,018.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.7% |
| 7D | +12.5% | -2.2% | +14.7% | +12.8% |
| 30D | +10.5% | -7.0% | +17.5% | +11.5% |
| 3M | -7.4% | +12.2% | -19.6% | -9.0% |
| 6M | +32.7% | -15.1% | +47.8% | +35.0% |
| YTD | +19.2% | -15.1% | +34.3% | +21.3% |
| 1Y | +2.4% | +2.3% | 0.0% | +1.7% |
| 3Y | -25.6% | -23.7% | -1.9% | -23.6% |
| 5Y | -53.4% | -38.9% | -14.5% | -50.9% |
| 10Y | +23.2% | +49.9% | -26.8% | +18.6% |
| All | +8,007.1% | +5,988.7% | +2,018.4% | +5,802.1% |
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