-55.7%
SWKS vs VSXY
+37.4%
-93.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.1% |
| 7D | +12.5% | -14.0% | +26.5% | +15.3% |
| 30D | +10.5% | -15.9% | +26.4% | +13.6% |
| 3M | -7.4% | +3.4% | -10.8% | -8.4% |
| 6M | +32.7% | +25.9% | +6.8% | +23.9% |
| YTD | +19.2% | +39.5% | -20.3% | +8.5% |
| 1Y | +2.4% | +194.4% | -192.0% | -20.3% |
| 3Y | -25.6% | +281.4% | -307.0% | -49.8% |
| 5Y | -53.4% | +12.8% | -66.2% | -62.2% |
| All | -55.7% | +37.4% | -93.1% | -64.7% |
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