+19.1%
SWKS vs COPX
-13.0%
+32.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | -0.8% |
| 7D | -2.7% | +3.3% | -6.1% | -3.7% |
| 30D | +8.5% | -12.2% | +20.7% | +12.7% |
| 3M | +17.3% | -14.5% | +31.8% | +21.0% |
| All | +19.1% | -13.0% | +32.1% | +21.6% |
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 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