+11.5%
SWKS vs COPX
+128.6%
-117.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.7% |
| 7D | +9.4% | -2.8% | +12.3% | +10.3% |
| 30D | +17.0% | -14.3% | +31.3% | +22.9% |
| 3M | +28.9% | -19.0% | +48.0% | +36.8% |
| 6M | +33.1% | -24.4% | +57.6% | +44.0% |
| YTD | +44.8% | -3.2% | +48.0% | +36.1% |
| 1Y | +36.2% | +15.2% | +21.1% | +17.0% |
| 3Y | +11.5% | +127.6% | -116.1% | -35.6% |
| All | +11.5% | +128.6% | -117.1% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling