+878.0%
SWKS vs VO
+799.0%
+79.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | +2.5% |
| 7D | -9.2% | -3.3% | -5.8% | -5.2% |
| 30D | -1.9% | -1.8% | -0.1% | +0.2% |
| 3M | +21.2% | -3.4% | +24.6% | +26.3% |
| 6M | +12.9% | +3.0% | +9.9% | +8.8% |
| YTD | +30.7% | +10.7% | +20.0% | +14.8% |
| 1Y | +14.1% | +11.8% | +2.3% | -1.0% |
| 3Y | -1.7% | +60.4% | -62.1% | -44.9% |
| 5Y | -43.0% | +33.6% | -76.6% | -58.7% |
| 10Y | +34.3% | +202.0% | -167.7% | -64.0% |
| All | +878.0% | +799.0% | +79.0% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling