-40.6%
SWKS vs VUG
+62.4%
-103.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.7% |
| 7D | -3.1% | -1.2% | -2.0% | -2.2% |
| 30D | +8.3% | -8.9% | +17.2% | +19.2% |
| 3M | +20.2% | -5.9% | +26.2% | +27.3% |
| 6M | +24.9% | -3.3% | +28.2% | +28.7% |
| YTD | +33.2% | +3.4% | +29.7% | +26.3% |
| 1Y | +23.6% | +1.9% | +21.7% | +19.2% |
| 3Y | +1.3% | +76.9% | -75.7% | -47.9% |
| 5Y | -40.6% | +63.9% | -104.5% | -67.0% |
| All | -40.6% | +62.4% | -103.0% | -67.0% |
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