-51.2%
SWKS vs VYM
+77.8%
-129.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.6% |
| 7D | +11.8% | +0.1% | +11.7% | +11.6% |
| 30D | +6.7% | -1.3% | +8.0% | +9.0% |
| 3M | 0.0% | +4.1% | -4.0% | -6.1% |
| 6M | +38.7% | +9.8% | +28.9% | +19.7% |
| YTD | +21.4% | +15.3% | +6.0% | -3.3% |
| 1Y | +2.9% | +20.0% | -17.1% | -23.1% |
| 3Y | -16.4% | +66.2% | -82.6% | -61.3% |
| 5Y | -51.2% | +77.5% | -128.7% | -78.4% |
| All | -51.2% | +77.8% | -129.0% | -78.4% |
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 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