+32.1%
SWKS vs VUG
+391.5%
-359.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.1% |
| 7D | -6.2% | -3.4% | -2.8% | -2.5% |
| 30D | -1.5% | -11.1% | +9.6% | +12.9% |
| 3M | +23.0% | -7.2% | +30.2% | +33.4% |
| 6M | +27.6% | -4.1% | +31.7% | +33.3% |
| YTD | +32.3% | +1.4% | +30.9% | +27.6% |
| 1Y | +20.1% | +1.9% | +18.2% | +14.9% |
| 3Y | +0.6% | +77.7% | -77.1% | -52.2% |
| 5Y | -42.3% | +57.6% | -99.9% | -67.7% |
| All | +32.1% | +391.5% | -359.4% | -86.1% |
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