+491.1%
SWKS vs COPX
+186.2%
+304.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.9% |
| 7D | +12.5% | -4.0% | +16.5% | +14.8% |
| 30D | +10.5% | +4.5% | +6.0% | +7.6% |
| 3M | -7.4% | +0.8% | -8.2% | -8.6% |
| 6M | +32.7% | +3.2% | +29.5% | +26.4% |
| YTD | +19.2% | +26.7% | -7.6% | -0.4% |
| 1Y | +2.4% | +85.7% | -83.3% | -30.8% |
| 3Y | -25.6% | +151.2% | -176.8% | -59.0% |
| 5Y | -53.4% | +170.0% | -223.4% | -76.2% |
| 10Y | +23.2% | +572.9% | -549.8% | -65.1% |
| All | +491.1% | +186.2% | +304.9% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling