+24.0%
SWKS vs COPX
+20.0%
+4.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.4% |
| 7D | -3.1% | +1.6% | -4.8% | -3.5% |
| 30D | +8.3% | -15.0% | +23.4% | +11.5% |
| 3M | +20.2% | -18.6% | +38.8% | +24.1% |
| 6M | +24.9% | -14.9% | +39.9% | +26.9% |
| YTD | +33.2% | +1.8% | +31.3% | +19.7% |
| All | +24.0% | +20.0% | +4.0% | -0.6% |
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