-29.9%
SWK vs VSXY
+106.2%
-136.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -1.4% | -1.7% | +0.4% | -1.0% |
| 30D | +25.5% | +20.1% | +5.3% | +20.7% |
| 3M | +11.8% | +16.6% | -4.8% | +7.6% |
| 6M | +48.7% | +134.9% | -86.2% | +19.2% |
| YTD | +57.2% | +96.0% | -38.8% | +30.2% |
| 1Y | +75.3% | +203.8% | -128.5% | +30.1% |
| 3Y | +51.9% | +465.3% | -413.4% | -10.1% |
| All | -29.9% | +106.2% | -136.0% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling