+556.4%
SWKS vs COPX
+125.0%
+431.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.5% |
| 7D | -6.2% | -1.0% | -5.2% | -5.9% |
| 30D | -1.5% | -14.8% | +13.3% | +6.0% |
| 3M | +23.0% | -17.2% | +40.2% | +33.0% |
| 6M | +27.6% | -14.5% | +42.1% | +34.4% |
| YTD | +32.3% | -0.4% | +32.7% | +23.4% |
| 1Y | +20.1% | +21.9% | -1.7% | +0.1% |
| 3Y | +0.6% | +123.7% | -123.1% | -42.1% |
| 5Y | -42.3% | +121.8% | -164.1% | -67.7% |
| 10Y | +35.9% | +397.9% | -362.0% | -55.5% |
| All | +556.4% | +125.0% | +431.4% | +223.9% |
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