-31.2%
SWK vs VSXY
+101.4%
-132.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | +11.3% | +10.2% | +1.1% | +9.3% |
| 30D | +31.5% | +33.6% | -2.2% | +24.0% |
| 3M | +14.4% | +10.8% | +3.6% | +11.4% |
| 6M | +46.4% | +130.5% | -84.1% | +19.4% |
| YTD | +61.6% | +104.4% | -42.9% | +34.1% |
| 1Y | +78.7% | +216.5% | -137.8% | +33.8% |
| 3Y | +54.4% | +465.9% | -411.5% | -5.1% |
| 5Y | -25.3% | +123.1% | -148.4% | -46.7% |
| All | -31.2% | +101.4% | -132.6% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling