+743.1%
SW vs VIG
+582.9%
+160.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.4% |
| 7D | +12.1% | +2.7% | +9.3% | +11.1% |
| 30D | +6.6% | +7.0% | -0.5% | +4.2% |
| 3M | -6.0% | +4.0% | -10.0% | -7.2% |
| 6M | +21.5% | +12.3% | +9.2% | +17.2% |
| YTD | +20.3% | +16.4% | +4.0% | +15.0% |
| 1Y | +28.1% | +19.2% | +8.9% | +21.6% |
| 3Y | +51.6% | +68.8% | -17.2% | +32.1% |
| 5Y | -0.1% | +66.5% | -66.7% | -13.1% |
| 10Y | +189.7% | +275.4% | -85.6% | +121.2% |
| All | +743.1% | +582.9% | +160.2% | +563.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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