+46.0%
SWKS vs VGT
+741.7%
-695.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +2.8% |
| 7D | +5.7% | -1.6% | +7.3% | +7.1% |
| 30D | +17.3% | -10.1% | +27.4% | +30.7% |
| 3M | +28.3% | -5.3% | +33.5% | +34.4% |
| 6M | +26.1% | +0.2% | +25.8% | +24.0% |
| YTD | +41.1% | +21.1% | +20.0% | +10.1% |
| 1Y | +31.4% | +18.2% | +13.3% | +5.3% |
| 3Y | +7.3% | +107.4% | -100.1% | -55.8% |
| 5Y | -37.7% | +111.5% | -149.2% | -74.8% |
| 10Y | +46.0% | +735.5% | -689.5% | -90.0% |
| All | +46.0% | +741.7% | -695.7% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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