-43.6%
SWKS vs COPX
+119.7%
-163.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.6% |
| 7D | -6.2% | -1.0% | -5.2% | -5.9% |
| 30D | -1.5% | -14.8% | +13.3% | +4.6% |
| 3M | +23.0% | -17.2% | +40.2% | +31.1% |
| 6M | +27.6% | -14.5% | +42.1% | +33.1% |
| YTD | +32.3% | -0.4% | +32.7% | +23.5% |
| 1Y | +20.1% | +21.9% | -1.7% | +0.8% |
| 3Y | +0.6% | +123.7% | -123.1% | -41.5% |
| All | -43.6% | +119.7% | -163.3% | -66.4% |
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