+11.5%
SWKS vs VSXY
+455.0%
-443.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +9.4% | -1.7% | +11.2% | +9.6% |
| 30D | +17.0% | +20.1% | -3.1% | +13.7% |
| 3M | +28.9% | +16.6% | +12.3% | +25.4% |
| 6M | +33.1% | +134.9% | -101.8% | +15.4% |
| YTD | +44.8% | +96.0% | -51.2% | +27.4% |
| 1Y | +36.2% | +203.8% | -167.6% | +10.8% |
| 3Y | +11.5% | +465.3% | -453.8% | -20.9% |
| All | +11.5% | +455.0% | -443.5% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling