+46.0%
SWKS vs VYM
+207.1%
-161.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.0% | +4.6% |
| 7D | +5.7% | -0.2% | +5.8% | +5.8% |
| 30D | +17.3% | +3.6% | +13.7% | +11.4% |
| 3M | +28.3% | -0.1% | +28.4% | +28.4% |
| 6M | +26.1% | +7.1% | +18.9% | +14.8% |
| YTD | +41.1% | +17.0% | +24.1% | +13.9% |
| 1Y | +31.4% | +19.0% | +12.5% | +3.7% |
| 3Y | +7.3% | +74.4% | -67.1% | -48.0% |
| 5Y | -37.7% | +72.7% | -110.4% | -68.7% |
| 10Y | +46.0% | +206.6% | -160.6% | -66.3% |
| All | +46.0% | +207.1% | -161.1% | -66.3% |
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