-16.4%
SWKS vs VYM
+66.8%
-83.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.7% |
| 7D | +11.8% | +0.1% | +11.7% | +11.5% |
| 30D | +6.7% | -1.3% | +8.0% | +9.3% |
| 3M | 0.0% | +4.1% | -4.0% | -6.9% |
| 6M | +38.7% | +9.8% | +28.9% | +17.4% |
| YTD | +21.4% | +15.3% | +6.0% | -6.2% |
| 1Y | +2.9% | +20.0% | -17.1% | -26.2% |
| 3Y | -16.4% | +66.2% | -82.6% | -64.3% |
| All | -16.4% | +66.8% | -83.2% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling