+0.6%
SWKS vs VUG
+78.4%
-77.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.3% |
| 7D | -6.2% | -3.4% | -2.8% | -3.0% |
| 30D | -1.5% | -11.1% | +9.6% | +11.0% |
| 3M | +23.0% | -7.2% | +30.2% | +32.0% |
| 6M | +27.6% | -4.1% | +31.7% | +32.5% |
| YTD | +32.3% | +1.4% | +30.9% | +28.4% |
| 1Y | +20.1% | +1.9% | +18.2% | +15.8% |
| 3Y | +0.6% | +77.7% | -77.1% | -51.8% |
| All | +0.6% | +78.4% | -77.7% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling