+37.8%
SWKS vs VIVK
-100.0%
+137.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -22.8% | +22.6% | +0.1% |
| 7D | -3.1% | -56.0% | +52.8% | -2.6% |
| 30D | +8.3% | -92.3% | +100.6% | +10.2% |
| 3M | +20.2% | -98.6% | +118.9% | +23.7% |
| 6M | +24.9% | -99.9% | +124.9% | +31.2% |
| YTD | +33.2% | -100.0% | +133.1% | +38.4% |
| 1Y | +23.6% | -100.0% | +123.6% | +31.0% |
| 3Y | +1.3% | -100.0% | +101.3% | +7.0% |
| 5Y | -40.6% | -100.0% | +59.4% | -36.9% |
| All | +37.8% | -100.0% | +137.8% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling