+18.9%
SWKS vs COPX
+31.7%
-12.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -3.6% |
| 7D | -4.9% | -3.0% | -2.0% | -4.4% |
| 30D | -1.2% | -13.6% | +12.5% | +1.4% |
| 3M | +24.2% | -11.2% | +35.4% | +25.7% |
| 6M | +21.5% | -2.4% | +23.9% | +21.5% |
| YTD | +33.5% | +4.2% | +29.3% | +20.2% |
| 1Y | +18.9% | +32.2% | -13.3% | -7.5% |
| All | +18.9% | +31.7% | -12.8% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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