+305.2%
IVV vs SWKS
+31.5%
+273.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.8% |
| 7D | -4.8% | -9.2% | +4.4% | -2.1% |
| 30D | -5.9% | -1.9% | -4.0% | -5.6% |
| 3M | -4.5% | +21.2% | -25.8% | -11.1% |
| 6M | +1.8% | +12.9% | -11.1% | -4.7% |
| YTD | +8.4% | +30.7% | -22.4% | -4.2% |
| 1Y | +9.4% | +14.1% | -4.7% | +0.9% |
| 3Y | +75.3% | -1.7% | +77.0% | +59.4% |
| 5Y | +67.8% | -43.0% | +110.8% | +78.8% |
| All | +305.2% | +31.5% | +273.7% | +216.8% |
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