+3,780.3%
SWKS vs VTR
+1,499.7%
+2,280.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.1% |
| 7D | +12.5% | -1.7% | +14.2% | +13.1% |
| 30D | +10.5% | -2.4% | +12.9% | +11.3% |
| 3M | -7.4% | +14.8% | -22.2% | -12.0% |
| 6M | +32.7% | +5.3% | +27.3% | +29.2% |
| YTD | +19.2% | +18.1% | +1.1% | +11.9% |
| 1Y | +2.4% | +36.7% | -34.3% | -8.5% |
| 3Y | -25.6% | +130.1% | -155.7% | -44.1% |
| 5Y | -53.4% | +89.5% | -142.9% | -63.1% |
| 10Y | +23.2% | +87.4% | -64.2% | -12.5% |
| All | +3,780.3% | +1,499.7% | +2,280.6% | +1,061.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling