+55.1%
SWK vs VSXY
+474.3%
-419.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | +30.4% | +24.0% | +6.4% | +24.9% |
| 3M | +12.1% | +16.7% | -4.5% | +8.1% |
| 6M | +49.1% | +138.6% | -89.5% | +20.0% |
| YTD | +60.4% | +102.8% | -42.4% | +32.9% |
| 1Y | +78.3% | +214.2% | -135.8% | +32.1% |
| All | +55.1% | +474.3% | -419.2% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling