+294.6%
VTI vs SWKS
+30.1%
+264.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | +0.6% | +11.8% | -11.2% | -2.8% |
| 30D | -1.1% | +6.7% | -7.8% | -3.2% |
| 3M | +3.9% | 0.0% | +3.9% | +3.0% |
| 6M | +14.6% | +38.7% | -24.1% | +0.8% |
| YTD | +13.3% | +21.4% | -8.0% | +3.4% |
| 1Y | +19.2% | +2.9% | +16.3% | +14.1% |
| 3Y | +77.4% | -16.4% | +93.8% | +72.1% |
| 5Y | +74.0% | -51.2% | +125.2% | +97.4% |
| 10Y | +294.6% | +31.0% | +263.6% | +207.6% |
| All | +294.6% | +30.1% | +264.5% | +207.6% |
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 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