+32.1%
SWKS vs VFC
-46.8%
+78.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -6.2% | +11.2% | -17.4% | -9.7% |
| 30D | -1.5% | +41.5% | -43.0% | -13.0% |
| 3M | +23.0% | +38.9% | -16.0% | +9.0% |
| 6M | +27.6% | +6.1% | +21.5% | +22.9% |
| YTD | +32.3% | +14.5% | +17.8% | +22.7% |
| 1Y | +20.1% | +46.0% | -25.8% | +1.6% |
| 3Y | +0.6% | +36.4% | -35.7% | -24.8% |
| 5Y | -42.3% | -67.5% | +25.2% | -20.2% |
| All | +32.1% | -46.8% | +78.9% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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