+32.4%
SWKS vs COPX
+368.8%
-336.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | -2.0% |
| 7D | -2.7% | +3.3% | -6.1% | -4.6% |
| 30D | +8.5% | -12.2% | +20.7% | +15.0% |
| 3M | +17.3% | -14.5% | +31.8% | +24.6% |
| 6M | +25.1% | -12.2% | +37.3% | +29.8% |
| YTD | +33.3% | +5.2% | +28.2% | +20.5% |
| 1Y | +22.9% | +27.0% | -4.1% | -0.3% |
| 3Y | +5.5% | +149.1% | -143.6% | -44.1% |
| 5Y | -41.9% | +132.1% | -174.0% | -69.1% |
| 10Y | +32.4% | +365.9% | -333.5% | -56.7% |
| All | +32.4% | +368.8% | -336.4% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling