+24.6%
SWK vs VSXY
+198.1%
-173.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.7% |
| 7D | -4.6% | -10.7% | +6.2% | -3.1% |
| 30D | -9.9% | -24.3% | +14.4% | -6.2% |
| 3M | +15.4% | +1.0% | +14.4% | +14.6% |
| 6M | +25.0% | +57.4% | -32.4% | +12.3% |
| YTD | +27.2% | +39.8% | -12.6% | +16.8% |
| 1Y | +24.6% | +196.5% | -171.9% | -11.9% |
| All | +24.6% | +198.1% | -173.5% | -11.9% |
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