+74.5%
VTI vs SWKS
-0.7%
+75.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -2.6% | -6.2% | +3.6% | -1.5% |
| 30D | -5.0% | -1.5% | -3.5% | -4.8% |
| 3M | -4.3% | +23.0% | -27.2% | -8.8% |
| 6M | +0.6% | +27.6% | -27.0% | -5.8% |
| YTD | +8.9% | +32.3% | -23.4% | +0.2% |
| 1Y | +11.1% | +20.1% | -9.0% | +4.6% |
| 3Y | +74.5% | +0.6% | +73.9% | +56.1% |
| All | +74.5% | -0.7% | +75.2% | +56.1% |
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