-41.9%
SWKS vs VYM
+70.5%
-112.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -3.0% |
| 7D | -2.7% | -0.7% | -2.1% | -1.9% |
| 30D | +8.5% | +2.5% | +6.0% | +3.7% |
| 3M | +17.3% | -1.2% | +18.5% | +19.4% |
| 6M | +25.1% | +5.9% | +19.2% | +14.0% |
| YTD | +33.3% | +15.4% | +18.0% | +5.5% |
| 1Y | +22.9% | +18.8% | +4.1% | -7.4% |
| 3Y | +5.5% | +73.8% | -68.3% | -54.9% |
| 5Y | -41.9% | +70.5% | -112.3% | -73.2% |
| All | -41.9% | +70.5% | -112.4% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling