+27.6%
SWKS vs COPX
-13.5%
+41.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.8% |
| 7D | -6.2% | -1.0% | -5.2% | -6.0% |
| 30D | -1.5% | -14.8% | +13.3% | +3.2% |
| 3M | +23.0% | -17.2% | +40.2% | +27.7% |
| 6M | +27.6% | -14.5% | +42.1% | +32.5% |
| All | +27.6% | -13.5% | +41.1% | +32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling