-43.0%
SWK vs VSXY
+37.4%
-80.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.4% |
| 7D | -0.4% | -14.0% | +13.5% | +2.4% |
| 30D | -5.7% | -15.9% | +10.2% | -2.7% |
| 3M | +24.1% | +3.4% | +20.7% | +22.5% |
| 6M | +24.7% | +25.9% | -1.2% | +15.0% |
| YTD | +33.9% | +39.5% | -5.5% | +20.4% |
| 1Y | +34.7% | +194.4% | -159.7% | +1.7% |
| 3Y | +15.3% | +281.4% | -266.2% | -23.6% |
| 5Y | -39.3% | +12.8% | -52.1% | -52.5% |
| All | -43.0% | +37.4% | -80.3% | -56.2% |
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 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