+735.8%
IVV vs SWKS
+121.1%
+614.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.1% |
| 7D | -4.8% | -9.2% | +4.4% | -3.2% |
| 30D | -5.9% | -1.9% | -4.0% | -5.7% |
| 3M | -4.5% | +21.2% | -25.8% | -8.2% |
| 6M | +1.8% | +12.9% | -11.1% | -1.7% |
| YTD | +8.4% | +30.7% | -22.4% | +1.5% |
| 1Y | +9.4% | +14.1% | -4.7% | +4.8% |
| 3Y | +75.3% | -1.7% | +77.0% | +67.9% |
| 5Y | +67.8% | -43.0% | +110.8% | +73.9% |
| 10Y | +314.2% | +34.3% | +279.8% | +267.2% |
| All | +735.8% | +121.1% | +614.8% | +371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling