+158.0%
VEA vs SWKS
+37.5%
+120.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.7% |
| 7D | +0.4% | -2.7% | +3.1% | +1.1% |
| 30D | -0.7% | +8.5% | -9.1% | -2.7% |
| 3M | -3.9% | +17.3% | -21.2% | -8.5% |
| 6M | -0.6% | +25.1% | -25.7% | -7.9% |
| YTD | +12.9% | +33.3% | -20.4% | +1.8% |
| 1Y | +18.4% | +22.9% | -4.5% | +8.9% |
| 3Y | +75.3% | +5.5% | +69.7% | +59.2% |
| 5Y | +54.3% | -41.9% | +96.2% | +61.6% |
| 10Y | +158.0% | +32.4% | +125.6% | +107.9% |
| All | +158.0% | +37.5% | +120.5% | +107.9% |
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