-36.5%
SWKS vs VUG
+62.0%
-98.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.9% |
| 7D | +9.4% | +2.5% | +6.9% | +6.5% |
| 30D | +17.0% | -6.3% | +23.2% | +24.9% |
| 3M | +28.9% | -6.0% | +35.0% | +36.8% |
| 6M | +33.1% | -3.5% | +36.7% | +37.7% |
| YTD | +44.8% | +3.9% | +40.9% | +36.7% |
| 1Y | +36.2% | +5.1% | +31.1% | +26.9% |
| 3Y | +11.5% | +77.9% | -66.4% | -42.9% |
| All | -36.5% | +62.0% | -98.6% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling