+32.4%
SWKS vs VUG
+405.9%
-373.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -2.6% |
| 7D | -2.7% | +0.5% | -3.2% | -3.8% |
| 30D | +8.5% | -8.2% | +16.7% | +19.5% |
| 3M | +17.3% | -5.4% | +22.7% | +24.2% |
| 6M | +25.1% | -2.5% | +27.7% | +28.1% |
| YTD | +33.3% | +4.2% | +29.1% | +24.3% |
| 1Y | +22.9% | +5.0% | +17.9% | +13.3% |
| 3Y | +5.5% | +81.7% | -76.2% | -51.3% |
| 5Y | -41.9% | +62.5% | -104.4% | -68.7% |
| 10Y | +32.4% | +396.3% | -363.9% | -86.3% |
| All | +32.4% | +405.9% | -373.5% | -86.3% |
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