+291.9%
VTI vs SWKS
+37.5%
+254.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +0.2% | -2.7% | +3.0% | +1.1% |
| 30D | -2.9% | +8.5% | -11.4% | -5.3% |
| 3M | -2.6% | +17.3% | -19.9% | -8.5% |
| 6M | +2.8% | +25.1% | -22.3% | -6.8% |
| YTD | +11.6% | +33.3% | -21.8% | -2.2% |
| 1Y | +13.6% | +22.9% | -9.3% | +2.2% |
| 3Y | +79.9% | +5.5% | +74.3% | +59.4% |
| 5Y | +64.3% | -41.9% | +106.1% | +74.4% |
| 10Y | +291.9% | +32.4% | +259.4% | +205.8% |
| All | +291.9% | +37.5% | +254.4% | +205.8% |
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