-51.2%
SWKS vs COPX
+186.1%
-237.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.1% |
| 7D | +11.8% | +5.8% | +6.1% | +9.2% |
| 30D | +6.7% | +7.2% | -0.5% | +3.3% |
| 3M | 0.0% | +16.5% | -16.5% | -6.9% |
| 6M | +38.7% | +18.4% | +20.3% | +26.1% |
| YTD | +21.4% | +31.9% | -10.6% | +2.2% |
| 1Y | +2.9% | +88.5% | -85.6% | -27.9% |
| 3Y | -16.4% | +173.1% | -189.5% | -53.8% |
| 5Y | -51.2% | +193.1% | -244.3% | -73.8% |
| All | -51.2% | +186.1% | -237.2% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling