-54.9%
SWKS vs VSXY
+42.7%
-97.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.0% | +1.2% |
| 7D | +11.8% | -6.8% | +18.6% | +13.0% |
| 30D | +6.7% | -20.4% | +27.1% | +10.8% |
| 3M | 0.0% | +2.9% | -2.9% | -1.0% |
| 6M | +38.7% | +67.9% | -29.2% | +23.2% |
| YTD | +21.4% | +44.9% | -23.5% | +9.7% |
| 1Y | +2.9% | +205.9% | -203.0% | -20.5% |
| 3Y | -16.4% | +373.9% | -390.3% | -46.2% |
| 5Y | -51.2% | +23.5% | -74.6% | -60.7% |
| All | -54.9% | +42.7% | -97.6% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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