-7.2%
SWKS vs VLTO
+54.8%
-62.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -6.2% | +5.4% | -11.5% | -8.3% |
| 30D | -1.5% | +22.3% | -23.8% | -10.1% |
| 3M | +23.0% | +19.6% | +3.3% | +13.1% |
| 6M | +27.6% | +35.2% | -7.5% | +9.2% |
| YTD | +32.3% | +17.9% | +14.5% | +22.3% |
| 1Y | +20.1% | +19.5% | +0.6% | +9.6% |
| 3Y | +0.6% | +73.9% | -73.3% | -19.7% |
| All | -7.2% | +54.8% | -62.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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