+25.9%
SWKS vs VXUS
+148.5%
-122.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +2.8% |
| 7D | +12.5% | +1.0% | +11.5% | +10.9% |
| 30D | +10.5% | +2.2% | +8.3% | +7.2% |
| 3M | -7.4% | +3.0% | -10.4% | -10.7% |
| 6M | +32.7% | +10.7% | +22.0% | +14.2% |
| YTD | +19.2% | +17.8% | +1.3% | -6.7% |
| 1Y | +2.4% | +27.6% | -25.2% | -28.3% |
| 3Y | -25.6% | +73.3% | -98.9% | -66.0% |
| 5Y | -53.4% | +54.3% | -107.8% | -74.4% |
| All | +25.9% | +148.5% | -122.6% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling