+5.5%
SWKS vs VSH
+25.6%
-20.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.4% | -12.7% | -5.0% |
| 7D | -2.7% | +3.5% | -6.2% | -5.3% |
| 30D | +8.5% | -22.4% | +30.9% | +18.7% |
| 3M | +17.3% | -25.2% | +42.5% | +29.4% |
| 6M | +25.1% | -22.5% | +47.7% | +28.5% |
| YTD | +33.3% | +84.2% | -50.9% | -17.0% |
| 1Y | +22.9% | +87.1% | -64.2% | -24.5% |
| 3Y | +5.5% | +31.7% | -26.1% | -21.8% |
| All | +5.5% | +25.6% | -20.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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