+2.2%
SWKS vs VG
-46.6%
+48.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.5% | +0.5% | +5.4% |
| 7D | +5.7% | +5.5% | +0.2% | +5.1% |
| 30D | +17.3% | -3.6% | +20.9% | +17.6% |
| 3M | +28.3% | -4.0% | +32.2% | +28.6% |
| 6M | +26.1% | +9.4% | +16.7% | +22.9% |
| YTD | +41.1% | +86.6% | -45.5% | +21.8% |
| 1Y | +31.4% | +69.5% | -38.1% | +15.0% |
| All | +2.2% | -46.6% | +48.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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