-53.0%
SWKS vs VUG
+76.6%
-129.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +4.1% |
| 7D | +12.5% | -0.1% | +12.6% | +12.6% |
| 30D | +10.5% | -0.3% | +10.8% | +10.8% |
| 3M | -7.4% | -0.7% | -6.7% | -6.4% |
| 6M | +32.7% | +14.6% | +18.0% | +13.7% |
| YTD | +19.2% | +9.0% | +10.1% | +7.6% |
| 1Y | +2.4% | +14.9% | -12.5% | -12.7% |
| 3Y | -25.6% | +86.0% | -111.7% | -63.4% |
| All | -53.0% | +76.6% | -129.7% | -75.9% |
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