+27.6%
SWKS vs VIG
+241.8%
-214.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +4.2% |
| 7D | +12.5% | -0.4% | +12.9% | +13.2% |
| 30D | +10.5% | -1.0% | +11.5% | +12.1% |
| 3M | -7.4% | +2.8% | -10.2% | -10.8% |
| 6M | +32.7% | +8.2% | +24.5% | +18.2% |
| YTD | +19.2% | +11.0% | +8.1% | +2.2% |
| 1Y | +2.4% | +16.1% | -13.8% | -17.8% |
| 3Y | -25.6% | +56.2% | -81.8% | -60.2% |
| 5Y | -53.4% | +63.0% | -116.4% | -76.0% |
| All | +27.6% | +241.8% | -214.2% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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