+68.2%
IVV vs SWKS
-42.6%
+110.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -2.7% | -6.2% | +3.5% | -1.2% |
| 30D | -5.4% | -1.5% | -3.9% | -5.2% |
| 3M | -4.1% | +23.0% | -27.0% | -10.0% |
| 6M | +0.7% | +27.6% | -26.9% | -7.7% |
| YTD | +8.7% | +32.3% | -23.6% | -2.6% |
| 1Y | +11.0% | +20.1% | -9.2% | +2.2% |
| 3Y | +75.4% | +0.6% | +74.8% | +58.5% |
| All | +68.2% | -42.6% | +110.8% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling