+1.3%
SWKS vs VNQ
+45.1%
-43.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -3.1% | +2.2% | -5.3% | -5.0% |
| 30D | +8.3% | +7.1% | +1.2% | +1.9% |
| 3M | +20.2% | +0.8% | +19.4% | +19.0% |
| 6M | +24.9% | +2.2% | +22.7% | +21.3% |
| YTD | +33.2% | +12.8% | +20.3% | +16.6% |
| 1Y | +23.6% | +11.7% | +11.9% | +9.3% |
| 3Y | +1.3% | +44.5% | -43.2% | -27.9% |
| All | +1.3% | +45.1% | -43.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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