-43.0%
SWKS vs VO
+33.1%
-76.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | +3.0% |
| 7D | -9.2% | -3.3% | -5.8% | -4.8% |
| 30D | -1.9% | -1.8% | -0.1% | +0.4% |
| 3M | +21.2% | -3.4% | +24.6% | +26.8% |
| 6M | +12.9% | +3.0% | +9.9% | +8.2% |
| YTD | +30.7% | +10.7% | +20.0% | +13.0% |
| 1Y | +14.1% | +11.8% | +2.3% | -2.6% |
| 3Y | -1.7% | +60.4% | -62.1% | -47.9% |
| 5Y | -43.0% | +33.6% | -76.6% | -62.3% |
| All | -43.0% | +33.1% | -76.1% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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