+691.5%
SWKS vs VIVK
-100.0%
+791.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -12.3% | +15.8% | +3.5% |
| 7D | +12.5% | -1.4% | +13.9% | +12.5% |
| 30D | +10.5% | -43.6% | +54.1% | +10.5% |
| 3M | -7.4% | -95.1% | +87.7% | -7.3% |
| 6M | +32.7% | -98.2% | +130.9% | +32.9% |
| YTD | +19.2% | -97.9% | +117.1% | +19.3% |
| 1Y | +2.4% | -100.0% | +102.4% | +2.7% |
| 3Y | -25.6% | -100.0% | +74.4% | -25.4% |
| 5Y | -53.4% | -100.0% | +46.6% | -53.3% |
| 10Y | +23.2% | -100.0% | +123.2% | +23.3% |
| All | +691.5% | -100.0% | +791.5% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling