+292.9%
VTI vs SWKS
+45.5%
+247.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.7% | -0.5% |
| 7D | -0.7% | +5.7% | -6.4% | -2.3% |
| 30D | -1.9% | +17.3% | -19.2% | -6.5% |
| 3M | -1.4% | +28.3% | -29.7% | -9.8% |
| 6M | +3.5% | +26.1% | -22.6% | -6.2% |
| YTD | +12.6% | +41.1% | -28.5% | -3.0% |
| 1Y | +12.7% | +31.4% | -18.7% | -0.7% |
| 3Y | +78.8% | +7.3% | +71.5% | +58.1% |
| 5Y | +67.2% | -37.7% | +104.9% | +73.8% |
| All | +292.9% | +45.5% | +247.4% | +199.7% |
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