+42.3%
SWKS vs VIAV
+407.5%
-365.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +6.8% | +13.6% | -6.8% | +0.8% |
| 30D | +11.3% | +5.3% | +5.9% | +6.9% |
| 3M | +4.1% | -15.6% | +19.7% | +8.3% |
| 6M | +39.7% | +34.0% | +5.7% | +13.7% |
| YTD | +23.2% | +119.9% | -96.6% | -25.2% |
| 1Y | +5.3% | +235.2% | -229.9% | -50.4% |
| 3Y | -15.1% | +299.8% | -314.9% | -66.1% |
| 5Y | -50.3% | +140.1% | -190.4% | -73.7% |
| 10Y | +42.3% | +420.3% | -378.0% | -50.3% |
| All | +42.3% | +407.5% | -365.2% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VIAV 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling