-29.9%
SWK vs SPXS
-83.0%
+53.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.8% |
| 7D | -1.4% | -7.5% | +6.1% | -4.5% |
| 30D | +25.5% | +5.3% | +20.1% | +29.3% |
| 3M | +11.8% | +9.7% | +2.1% | +17.7% |
| 6M | +48.7% | -4.6% | +53.2% | +49.6% |
| YTD | +57.2% | -25.8% | +83.0% | +44.7% |
| 1Y | +75.3% | -28.8% | +104.0% | +59.4% |
| 3Y | +51.9% | -80.2% | +132.1% | -6.3% |
| All | -29.9% | -83.0% | +53.2% | -52.7% |
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