-0.6%
SWKS vs VFC
+39.3%
-39.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -1.3% |
| 7D | -9.2% | +10.9% | -20.0% | -11.7% |
| 30D | -1.9% | +40.6% | -42.5% | -10.6% |
| 3M | +21.2% | +34.4% | -13.2% | +11.6% |
| 6M | +12.9% | +12.3% | +0.6% | +8.0% |
| YTD | +30.7% | +14.4% | +16.4% | +23.8% |
| 1Y | +14.1% | +40.6% | -26.5% | +1.9% |
| All | -0.6% | +39.3% | -39.9% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling