+40.2%
SWKS vs VIAV
+401.9%
-361.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.2% | -9.3% | -3.0% |
| 7D | +11.8% | +11.3% | +0.5% | +6.4% |
| 30D | +6.7% | -1.0% | +7.7% | +5.4% |
| 3M | 0.0% | -20.5% | +20.5% | +6.9% |
| 6M | +38.7% | +39.0% | -0.3% | +10.9% |
| YTD | +21.4% | +117.5% | -96.1% | -26.0% |
| 1Y | +2.9% | +233.8% | -230.9% | -51.4% |
| 3Y | -16.4% | +295.4% | -311.8% | -66.5% |
| 5Y | -51.2% | +134.3% | -185.4% | -73.8% |
| All | +40.2% | +401.9% | -361.8% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling