+467.7%
SWK vs SPXS
-100.0%
+567.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.5% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -5.7% | +0.8% | -6.5% | -5.2% |
| 3M | +24.1% | -4.7% | +28.8% | +23.3% |
| 6M | +24.7% | -29.6% | +54.3% | +10.2% |
| YTD | +33.9% | -29.8% | +63.8% | +19.0% |
| 1Y | +34.7% | -38.9% | +73.6% | +14.0% |
| 3Y | +15.3% | -79.6% | +94.9% | -29.9% |
| 5Y | -39.3% | -85.9% | +46.6% | -61.5% |
| 10Y | +2.5% | -99.5% | +102.0% | -75.4% |
| All | +467.7% | -100.0% | +567.7% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling