+32.4%
SWKS vs VIVK
-100.0%
+132.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.6% | +24.3% | +1.0% |
| 7D | -2.7% | -44.2% | +41.5% | -2.4% |
| 30D | +8.5% | -90.0% | +98.5% | +10.1% |
| 3M | +17.3% | -98.0% | +115.3% | +20.3% |
| 6M | +25.1% | -99.9% | +125.0% | +31.1% |
| YTD | +33.3% | -99.9% | +133.3% | +38.3% |
| 1Y | +22.9% | -100.0% | +122.9% | +30.0% |
| 3Y | +5.5% | -100.0% | +105.5% | +11.3% |
| 5Y | -41.9% | -100.0% | +58.1% | -38.3% |
| 10Y | +32.4% | -100.0% | +132.4% | +19.7% |
| All | +32.4% | -100.0% | +132.4% | +19.7% |
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