+449.7%
V vs SWKS
+33.1%
+416.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +2.2% | -6.2% | +8.3% | +3.8% |
| 30D | +13.6% | -1.5% | +15.1% | +13.8% |
| 3M | +14.3% | +23.0% | -8.7% | +6.5% |
| 6M | +33.1% | +27.6% | +5.5% | +20.2% |
| YTD | +21.2% | +32.3% | -11.1% | +7.0% |
| 1Y | +26.4% | +20.1% | +6.3% | +14.8% |
| 3Y | +77.6% | +0.6% | +76.9% | +58.3% |
| 5Y | +102.6% | -42.3% | +144.9% | +114.1% |
| All | +449.7% | +33.1% | +416.6% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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