+51.0%
SWKS vs VYM
+206.0%
-155.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.6% |
| 7D | +10.9% | +3.3% | +7.5% | +5.8% |
| 30D | +17.6% | +3.8% | +13.8% | +11.4% |
| 3M | +29.2% | -0.4% | +29.6% | +29.8% |
| 6M | +37.0% | +7.1% | +29.8% | +24.8% |
| YTD | +44.9% | +17.1% | +27.9% | +16.9% |
| 1Y | +33.8% | +18.4% | +15.4% | +6.3% |
| 3Y | +10.2% | +74.5% | -64.3% | -46.6% |
| 5Y | -37.0% | +72.5% | -109.5% | -68.3% |
| All | +51.0% | +206.0% | -155.0% | -65.1% |
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