+31.0%
SWKS vs VTR
+85.6%
-54.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.0% |
| 7D | +11.8% | -2.4% | +14.2% | +12.6% |
| 30D | +6.7% | -3.7% | +10.5% | +7.8% |
| 3M | 0.0% | +13.5% | -13.5% | -4.2% |
| 6M | +38.7% | +7.2% | +31.5% | +34.7% |
| YTD | +21.4% | +17.6% | +3.8% | +14.6% |
| 1Y | +2.9% | +35.4% | -32.5% | -7.3% |
| 3Y | -16.4% | +132.8% | -149.2% | -36.8% |
| 5Y | -51.2% | +88.7% | -139.8% | -61.1% |
| 10Y | +31.0% | +87.6% | -56.6% | -6.1% |
| All | +31.0% | +85.6% | -54.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling