+0.6%
SWKS vs VIVK
-100.0%
+100.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +34.1% | -32.9% | +1.0% |
| 7D | -6.2% | -42.9% | +36.8% | -6.0% |
| 30D | -1.5% | -88.6% | +87.1% | -1.1% |
| 3M | +23.0% | -97.7% | +120.7% | +23.2% |
| 6M | +27.6% | -99.9% | +127.5% | +29.0% |
| YTD | +32.3% | -99.9% | +132.2% | +32.8% |
| 1Y | +20.1% | -100.0% | +120.1% | +21.0% |
| 3Y | +0.6% | -100.0% | +100.6% | -0.8% |
| All | +0.6% | -100.0% | +100.6% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling