+4,242.2%
SWKS vs VTR
+1,495.5%
+2,746.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.5% |
| 7D | -2.7% | +3.2% | -5.9% | -3.7% |
| 30D | +8.5% | +9.1% | -0.6% | +5.4% |
| 3M | +17.3% | -3.6% | +20.9% | +18.2% |
| 6M | +25.1% | +3.8% | +21.3% | +22.4% |
| YTD | +33.3% | +17.8% | +15.6% | +25.1% |
| 1Y | +22.9% | +20.5% | +2.4% | +14.3% |
| 3Y | +5.5% | +132.4% | -126.9% | -21.0% |
| 5Y | -41.9% | +99.9% | -141.8% | -54.8% |
| 10Y | +32.4% | +124.3% | -91.9% | -11.2% |
| All | +4,242.2% | +1,495.5% | +2,746.7% | +1,198.0% |
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 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