-17.1%
SWKS vs VTR
+132.6%
-149.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.9% |
| 7D | +12.5% | -1.7% | +14.2% | +12.8% |
| 30D | +10.5% | -2.4% | +12.9% | +10.9% |
| 3M | -7.4% | +14.8% | -22.2% | -10.8% |
| 6M | +32.7% | +5.3% | +27.3% | +30.6% |
| YTD | +19.2% | +18.1% | +1.1% | +13.3% |
| 1Y | +2.4% | +36.7% | -34.3% | -7.7% |
| All | -17.1% | +132.6% | -149.6% | -41.1% |
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 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