+18.9%
SWKS vs VIVK
-100.0%
+118.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -27.5% | +24.5% | -2.7% |
| 7D | -4.9% | -68.7% | +63.7% | -4.3% |
| 30D | -1.2% | -90.0% | +88.8% | 0.0% |
| 3M | +24.2% | -98.1% | +122.2% | +25.5% |
| 6M | +21.5% | -99.9% | +121.4% | +25.8% |
| YTD | +33.5% | -99.9% | +133.4% | +34.9% |
| 1Y | +18.9% | -100.0% | +118.9% | +33.3% |
| All | +18.9% | -100.0% | +118.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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