-37.7%
SWKS vs VIG
+65.3%
-103.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.2% | +4.6% |
| 7D | +5.7% | -0.3% | +6.0% | +6.1% |
| 30D | +17.3% | +4.9% | +12.4% | +7.4% |
| 3M | +28.3% | +2.9% | +25.3% | +21.3% |
| 6M | +26.1% | +11.2% | +14.8% | +4.7% |
| YTD | +41.1% | +16.0% | +25.1% | +9.1% |
| 1Y | +31.4% | +17.0% | +14.5% | +0.2% |
| 3Y | +7.3% | +66.9% | -59.6% | -53.2% |
| 5Y | -37.7% | +65.8% | -103.5% | -72.4% |
| All | -37.7% | +65.3% | -103.0% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling