+42.3%
SWKS vs VYM
+202.0%
-159.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.3% |
| 7D | +6.8% | -1.0% | +7.8% | +8.2% |
| 30D | +11.3% | -2.0% | +13.3% | +14.5% |
| 3M | +4.1% | +3.1% | +1.0% | 0.0% |
| 6M | +39.7% | +8.9% | +30.8% | +24.6% |
| YTD | +23.2% | +14.7% | +8.5% | +2.3% |
| 1Y | +5.3% | +19.4% | -14.1% | -17.2% |
| 3Y | -15.1% | +65.4% | -80.5% | -55.7% |
| 5Y | -50.3% | +77.6% | -127.9% | -75.9% |
| 10Y | +42.3% | +207.8% | -165.4% | -66.4% |
| All | +42.3% | +202.0% | -159.7% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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