+1,023.8%
SWKS vs VT
+356.1%
+667.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | -1.6% | +1.5% | +2.0% |
| 30D | +0.4% | -2.5% | +2.9% | +3.6% |
| 3M | +39.3% | -1.3% | +40.6% | +41.8% |
| 6M | +24.1% | +3.1% | +21.0% | +19.9% |
| YTD | +37.5% | +10.9% | +26.5% | +20.5% |
| 1Y | +15.2% | +12.1% | +3.1% | -0.1% |
| 3Y | +3.4% | +73.9% | -70.5% | -46.7% |
| 5Y | -43.3% | +58.0% | -101.3% | -66.0% |
| 10Y | +42.0% | +225.5% | -183.5% | -60.6% |
| All | +1,023.8% | +356.1% | +667.7% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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