-50.8%
SWKS vs VSXY
+96.5%
-147.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -6.2% | +11.8% | -18.0% | -8.1% |
| 30D | -1.5% | +25.9% | -27.4% | -5.6% |
| 3M | +23.0% | +15.5% | +7.4% | +19.1% |
| 6M | +27.6% | +109.7% | -82.1% | +9.0% |
| YTD | +32.3% | +99.5% | -67.2% | +12.6% |
| 1Y | +20.1% | +197.5% | -177.4% | -6.0% |
| 3Y | +0.6% | +453.3% | -452.6% | -36.2% |
| 5Y | -42.3% | +110.3% | -152.6% | -56.3% |
| All | -50.8% | +96.5% | -147.3% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling