+17.9%
SWKS vs COPX
+76.0%
-58.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -7.0% | +16.8% | +11.3% |
| 7D | +17.5% | -2.9% | +20.4% | +17.8% |
| 30D | +23.0% | 0.0% | +23.0% | +22.1% |
| 3M | +19.5% | +14.8% | +4.7% | +14.6% |
| 6M | +54.3% | +7.0% | +47.3% | +50.3% |
| YTD | +35.3% | +23.8% | +11.4% | +18.5% |
| 1Y | +17.9% | +75.7% | -57.8% | -3.3% |
| All | +17.9% | +76.0% | -58.2% | -3.3% |
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