-27.0%
SWK vs SPXS
-83.8%
+56.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -2.4% |
| 7D | -2.3% | +1.5% | -3.8% | -1.2% |
| 30D | +30.4% | +6.3% | +24.1% | +35.0% |
| 3M | +12.1% | +4.2% | +7.9% | +15.5% |
| 6M | +49.1% | -7.9% | +57.0% | +47.6% |
| YTD | +60.4% | -27.5% | +87.9% | +46.2% |
| 1Y | +78.3% | -27.0% | +105.4% | +63.9% |
| 3Y | +53.3% | -80.5% | +133.9% | -6.4% |
| 5Y | -27.0% | -84.0% | +57.0% | -51.7% |
| All | -27.0% | -83.8% | +56.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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