+50.8%
SWKS vs VUG
+398.3%
-347.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +1.0% |
| 7D | +9.4% | +2.5% | +6.9% | +6.2% |
| 30D | +17.0% | -6.3% | +23.2% | +25.8% |
| 3M | +28.9% | -6.0% | +35.0% | +37.7% |
| 6M | +33.1% | -3.5% | +36.7% | +38.0% |
| YTD | +44.8% | +3.9% | +40.9% | +35.5% |
| 1Y | +36.2% | +5.1% | +31.1% | +25.6% |
| 3Y | +11.5% | +77.9% | -66.4% | -47.1% |
| 5Y | -37.1% | +62.4% | -99.5% | -66.0% |
| All | +50.8% | +398.3% | -347.4% | -84.6% |
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