+85.2%
SWK vs VSXY
+210.1%
-124.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +8.4% | +4.7% | +11.8% |
| 7D | +17.9% | +14.2% | +3.7% | +15.7% |
| 30D | +31.9% | +21.9% | +10.1% | +28.2% |
| 3M | +16.6% | +22.1% | -5.6% | +12.9% |
| 6M | +61.1% | +116.7% | -55.6% | +40.2% |
| YTD | +64.2% | +101.1% | -36.9% | +45.2% |
| 1Y | +85.2% | +208.0% | -122.8% | +45.5% |
| All | +85.2% | +210.1% | -124.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling