-0.6%
SWKS vs VLTO
+68.7%
-69.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -9.2% | +12.0% | -21.2% | -13.8% |
| 30D | -1.9% | +20.8% | -22.7% | -10.3% |
| 3M | +21.2% | +20.1% | +1.1% | +10.9% |
| 6M | +12.9% | +32.6% | -19.7% | -2.8% |
| YTD | +30.7% | +17.3% | +13.4% | +21.0% |
| 1Y | +14.1% | +17.3% | -3.2% | +5.3% |
| All | -0.6% | +68.7% | -69.2% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling