+32.4%
SWKS vs VTV
+238.4%
-206.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -1.9% |
| 7D | -2.7% | -0.5% | -2.2% | -2.3% |
| 30D | +8.5% | +3.1% | +5.4% | +3.7% |
| 3M | +17.3% | +1.8% | +15.5% | +14.1% |
| 6M | +25.1% | +10.9% | +14.2% | +8.8% |
| YTD | +33.3% | +20.9% | +12.5% | +3.2% |
| 1Y | +22.9% | +24.6% | -1.7% | -8.7% |
| 3Y | +5.5% | +78.6% | -73.0% | -49.8% |
| 5Y | -41.9% | +76.4% | -118.3% | -71.3% |
| 10Y | +32.4% | +230.7% | -198.3% | -67.5% |
| All | +32.4% | +238.4% | -206.0% | -67.5% |
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