+11.5%
SWKS vs VTR
+130.0%
-118.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +9.4% | +0.2% | +9.2% | +9.4% |
| 30D | +17.0% | +5.5% | +11.5% | +15.9% |
| 3M | +28.9% | -0.9% | +29.9% | +29.1% |
| 6M | +33.1% | -0.4% | +33.6% | +33.4% |
| YTD | +44.8% | +17.0% | +27.8% | +38.1% |
| 1Y | +36.2% | +18.0% | +18.3% | +29.4% |
| 3Y | +11.5% | +127.4% | -115.9% | -24.0% |
| All | +11.5% | +130.0% | -118.5% | -24.0% |
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