+1,403.4%
SWKS vs VYM
+490.6%
+912.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -2.2% |
| 7D | -2.7% | -0.7% | -2.1% | -2.1% |
| 30D | +8.5% | +2.5% | +6.0% | +4.9% |
| 3M | +17.3% | -1.2% | +18.5% | +19.0% |
| 6M | +25.1% | +5.9% | +19.2% | +16.6% |
| YTD | +33.3% | +15.4% | +18.0% | +11.6% |
| 1Y | +22.9% | +18.8% | +4.1% | -0.9% |
| 3Y | +5.5% | +73.8% | -68.3% | -45.5% |
| 5Y | -41.9% | +70.5% | -112.3% | -68.6% |
| 10Y | +32.4% | +203.2% | -170.7% | -63.5% |
| All | +1,403.4% | +490.6% | +912.8% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling