+373.4%
VST vs SWKS
-25.5%
+398.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.5% |
| 7D | +8.9% | +12.5% | -3.6% | +5.3% |
| 30D | +6.2% | +10.5% | -4.3% | +3.1% |
| 3M | -2.7% | -7.4% | +4.7% | -1.0% |
| 6M | -8.4% | +32.7% | -41.0% | -17.3% |
| YTD | -7.2% | +19.2% | -26.4% | -13.5% |
| 1Y | -20.9% | +2.4% | -23.3% | -22.9% |
| All | +373.4% | -25.5% | +398.9% | +348.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling