+80.7%
SWX vs VT
+226.2%
-145.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +0.3% | -1.6% | +1.9% | +1.4% |
| 30D | +12.6% | -2.5% | +15.1% | +14.5% |
| 3M | +4.5% | -1.3% | +5.8% | +5.2% |
| 6M | +1.4% | +3.1% | -1.7% | -1.5% |
| YTD | +18.9% | +10.9% | +8.0% | +9.2% |
| 1Y | +18.4% | +12.1% | +6.3% | +7.8% |
| 3Y | +67.3% | +73.9% | -6.6% | +8.9% |
| 5Y | +54.7% | +58.0% | -3.3% | +7.1% |
| All | +80.7% | +226.2% | -145.5% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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