+227.8%
VST vs SWKS
-1.9%
+229.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.1% | -5.6% |
| 7D | -19.9% | -9.2% | -10.7% | -17.6% |
| 30D | -29.7% | -1.9% | -27.8% | -29.2% |
| 3M | -19.6% | +21.2% | -40.8% | -24.5% |
| 6M | -29.4% | +12.9% | -42.3% | -33.0% |
| YTD | -29.7% | +30.7% | -60.5% | -36.7% |
| 1Y | -40.0% | +14.1% | -54.2% | -43.6% |
| All | +227.8% | -1.9% | +229.7% | +194.6% |
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