-32.1%
SWK vs VSXY
+96.5%
-128.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | +11.0% | +11.8% | -0.8% | +8.7% |
| 30D | +30.1% | +25.9% | +4.1% | +24.1% |
| 3M | +14.7% | +15.5% | -0.9% | +10.7% |
| 6M | +44.5% | +109.7% | -65.2% | +20.2% |
| YTD | +59.4% | +99.5% | -40.1% | +32.9% |
| 1Y | +77.5% | +197.5% | -120.0% | +34.7% |
| 3Y | +49.5% | +453.3% | -403.8% | -7.8% |
| 5Y | -24.9% | +110.3% | -135.1% | -46.0% |
| All | -32.1% | +96.5% | -128.6% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling