-16.4%
SWKS vs VLTO
+27.2%
-43.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.3% |
| 7D | +12.5% | -2.3% | +14.8% | +13.7% |
| 30D | +10.5% | -0.9% | +11.4% | +10.9% |
| 3M | -7.4% | +13.8% | -21.2% | -14.3% |
| 6M | +32.7% | +2.0% | +30.7% | +30.7% |
| YTD | +19.2% | -3.2% | +22.4% | +20.7% |
| 1Y | +2.4% | -9.2% | +11.6% | +7.8% |
| All | -16.4% | +27.2% | -43.6% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling