+42.3%
SWKS vs VTV
+227.6%
-185.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +2.0% |
| 7D | +6.8% | -0.7% | +7.5% | +7.7% |
| 30D | +11.3% | -0.5% | +11.8% | +12.0% |
| 3M | +4.1% | +5.3% | -1.3% | -2.9% |
| 6M | +39.7% | +12.9% | +26.8% | +18.9% |
| YTD | +23.2% | +18.5% | +4.7% | -1.7% |
| 1Y | +5.3% | +25.3% | -20.0% | -22.1% |
| 3Y | -15.1% | +68.2% | -83.3% | -56.2% |
| 5Y | -50.3% | +80.6% | -131.0% | -76.1% |
| 10Y | +42.3% | +232.9% | -190.6% | -67.1% |
| All | +42.3% | +227.6% | -185.2% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling