+46.0%
SWKS vs VUG
+405.4%
-359.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +3.9% |
| 7D | +5.7% | -1.1% | +6.8% | +6.8% |
| 30D | +17.3% | -7.0% | +24.3% | +27.3% |
| 3M | +28.3% | -3.7% | +32.0% | +32.9% |
| 6M | +26.1% | -1.6% | +27.7% | +27.7% |
| YTD | +41.1% | +5.1% | +35.9% | +30.2% |
| 1Y | +31.4% | +3.8% | +27.7% | +23.2% |
| 3Y | +7.3% | +79.9% | -72.6% | -49.7% |
| 5Y | -37.7% | +66.4% | -104.1% | -67.4% |
| 10Y | +46.0% | +405.3% | -359.2% | -85.0% |
| All | +46.0% | +405.4% | -359.3% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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