+896.1%
SWKS vs VUG
+1,182.3%
-286.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.8% |
| 7D | -3.1% | -1.2% | -2.0% | -2.1% |
| 30D | +8.3% | -8.9% | +17.2% | +21.6% |
| 3M | +20.2% | -5.9% | +26.2% | +28.8% |
| 6M | +24.9% | -3.3% | +28.2% | +29.3% |
| YTD | +33.2% | +3.4% | +29.7% | +24.2% |
| 1Y | +23.6% | +1.9% | +21.7% | +17.5% |
| 3Y | +1.3% | +76.9% | -75.7% | -54.9% |
| 5Y | -40.6% | +63.9% | -104.5% | -70.7% |
| 10Y | +35.3% | +396.2% | -360.9% | -86.0% |
| All | +896.1% | +1,182.3% | -286.2% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling