+25.9%
SWKS vs VCIT
+29.2%
-3.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | -0.3% | +12.9% | +12.9% |
| 30D | +10.5% | -0.8% | +11.3% | +11.4% |
| 3M | -7.4% | -1.0% | -6.4% | -6.3% |
| 6M | +32.7% | -1.8% | +34.5% | +35.3% |
| YTD | +19.2% | -0.7% | +19.9% | +20.2% |
| 1Y | +2.4% | +1.0% | +1.4% | +1.6% |
| 3Y | -25.6% | +18.8% | -44.5% | -36.3% |
| 5Y | -53.4% | +3.5% | -56.9% | -57.3% |
| All | +25.9% | +29.2% | -3.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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