+23.8%
SWKS vs COPX
+24.1%
-0.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | -0.3% |
| 7D | -2.7% | +3.3% | -6.1% | -3.4% |
| 30D | +8.5% | -12.2% | +20.7% | +11.1% |
| 3M | +17.3% | -14.5% | +31.8% | +19.9% |
| 6M | +25.1% | -12.2% | +37.3% | +26.4% |
| YTD | +33.3% | +5.2% | +28.2% | +19.4% |
| All | +23.8% | +24.1% | -0.3% | -0.7% |
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 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