+0.8%
SWK vs VICR
+1,568.0%
-1,567.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -3.3% |
| 7D | +0.1% | +9.8% | -9.7% | -1.8% |
| 30D | -8.9% | -12.6% | +3.7% | -7.0% |
| 3M | +20.5% | -29.7% | +50.2% | +26.0% |
| 6M | +27.1% | +18.8% | +8.3% | +15.7% |
| YTD | +30.2% | +76.4% | -46.2% | +7.6% |
| 1Y | +24.8% | +282.4% | -257.6% | -14.3% |
| 3Y | +16.3% | +206.2% | -189.9% | -22.3% |
| 5Y | -40.1% | +53.9% | -94.0% | -57.7% |
| 10Y | +0.8% | +1,572.3% | -1,571.5% | -58.9% |
| All | +0.8% | +1,568.0% | -1,567.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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