+51.0%
SWKS vs VUG
+402.9%
-351.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +3.0% | +3.0% |
| 7D | +10.9% | +4.4% | +6.5% | +5.2% |
| 30D | +17.6% | -7.3% | +24.9% | +28.2% |
| 3M | +29.2% | -4.2% | +33.5% | +34.8% |
| 6M | +37.0% | -1.6% | +38.5% | +38.6% |
| YTD | +44.9% | +4.9% | +40.0% | +34.1% |
| 1Y | +33.8% | +3.8% | +30.0% | +25.4% |
| 3Y | +10.2% | +79.4% | -69.2% | -48.2% |
| 5Y | -37.0% | +63.9% | -100.9% | -66.4% |
| All | +51.0% | +402.9% | -351.9% | -84.8% |
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