+786.7%
VGT vs SWK
+3.3%
+783.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +1.3% | -5.7% | +7.0% | +3.5% |
| 3M | -1.1% | +24.1% | -25.2% | -9.2% |
| 6M | +32.6% | +24.7% | +7.9% | +20.8% |
| YTD | +29.0% | +33.9% | -4.9% | +13.6% |
| 1Y | +39.7% | +34.7% | +5.0% | +21.9% |
| 3Y | +120.9% | +15.3% | +105.7% | +95.0% |
| 5Y | +133.6% | -39.3% | +172.8% | +159.2% |
| All | +786.7% | +3.3% | +783.4% | +644.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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