+476.5%
V vs SWKS
+49.5%
+427.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.9% | -9.5% | -2.9% |
| 7D | -0.4% | +10.9% | -11.2% | -3.1% |
| 30D | +6.3% | +17.6% | -11.3% | +1.7% |
| 3M | +17.2% | +29.2% | -12.0% | +7.8% |
| 6M | +29.2% | +37.0% | -7.7% | +14.7% |
| YTD | +20.8% | +44.9% | -24.1% | +4.0% |
| 1Y | +25.0% | +33.8% | -8.8% | +10.1% |
| 3Y | +75.3% | +10.2% | +65.1% | +52.5% |
| 5Y | +105.8% | -37.0% | +142.8% | +112.5% |
| All | +476.5% | +49.5% | +427.1% | +303.8% |
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