+312.0%
IVV vs SWKS
+49.5%
+262.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.1% |
| 7D | +3.3% | +10.9% | -7.5% | +0.3% |
| 30D | -2.7% | +17.6% | -20.3% | -7.2% |
| 3M | -1.7% | +29.2% | -30.9% | -10.1% |
| 6M | +3.2% | +37.0% | -33.8% | -8.6% |
| YTD | +12.0% | +44.9% | -32.9% | -3.9% |
| 1Y | +12.1% | +33.8% | -21.7% | -1.5% |
| 3Y | +78.6% | +10.2% | +68.4% | +57.1% |
| 5Y | +73.8% | -37.0% | +110.8% | +80.0% |
| All | +312.0% | +49.5% | +262.6% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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