+159.0%
VEA vs SWKS
+35.1%
+123.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | 0.0% | -3.1% | +3.1% | +0.7% |
| 30D | -1.4% | +8.3% | -9.7% | -3.4% |
| 3M | -4.1% | +20.2% | -24.3% | -9.3% |
| 6M | -1.3% | +24.9% | -26.2% | -8.6% |
| YTD | +12.1% | +33.2% | -21.1% | +1.1% |
| 1Y | +16.1% | +23.6% | -7.5% | +6.6% |
| 3Y | +73.0% | +1.3% | +71.8% | +59.1% |
| 5Y | +55.1% | -40.6% | +95.7% | +61.4% |
| All | +159.0% | +35.1% | +123.9% | +108.5% |
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