-25.3%
SWK vs SPXS
-81.6%
+56.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.7% |
| 7D | +11.0% | +7.5% | +3.5% | +15.2% |
| 30D | +30.1% | +17.5% | +12.6% | +40.3% |
| 3M | +14.7% | +14.7% | 0.0% | +22.8% |
| 6M | +44.5% | -0.1% | +44.6% | +48.0% |
| YTD | +59.4% | -19.7% | +79.1% | +51.5% |
| 1Y | +77.5% | -23.6% | +101.1% | +66.2% |
| 3Y | +49.5% | -79.2% | +128.6% | -6.0% |
| All | -25.3% | -81.6% | +56.3% | -47.6% |
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