+42.3%
SWKS vs VIVK
-100.0%
+142.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.9% | +1.6% |
| 7D | +6.8% | -7.9% | +14.7% | +6.8% |
| 30D | +11.3% | -42.0% | +53.2% | +11.7% |
| 3M | +4.1% | -92.5% | +96.6% | +5.6% |
| 6M | +39.7% | -98.0% | +137.7% | +42.8% |
| YTD | +23.2% | -97.9% | +121.1% | +25.1% |
| 1Y | +5.3% | -100.0% | +105.2% | +10.1% |
| 3Y | -15.1% | -100.0% | +84.9% | -12.0% |
| 5Y | -50.3% | -100.0% | +49.7% | -48.4% |
| 10Y | +42.3% | -100.0% | +142.3% | +21.1% |
| All | +42.3% | -100.0% | +142.3% | +21.1% |
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