+0.6%
SWKS vs VTR
+121.5%
-120.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -6.2% | +4.7% | -10.8% | -6.8% |
| 30D | -1.5% | +10.9% | -12.4% | -3.3% |
| 3M | +23.0% | -3.2% | +26.2% | +23.6% |
| 6M | +27.6% | +3.7% | +23.9% | +26.3% |
| YTD | +32.3% | +16.8% | +15.5% | +26.1% |
| 1Y | +20.1% | +21.3% | -1.2% | +12.9% |
| 3Y | +0.6% | +119.0% | -118.4% | -30.5% |
| All | +0.6% | +121.5% | -120.8% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling