+78.7%
SWK vs VSXY
+210.1%
-131.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | +11.3% | +10.2% | +1.1% | +9.8% |
| 30D | +31.5% | +33.6% | -2.2% | +26.3% |
| 3M | +14.4% | +10.8% | +3.6% | +12.4% |
| 6M | +46.4% | +130.5% | -84.1% | +26.4% |
| YTD | +61.6% | +104.4% | -42.9% | +43.6% |
| 1Y | +78.7% | +216.5% | -137.8% | +48.8% |
| All | +78.7% | +210.1% | -131.4% | +48.8% |
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