+17.5%
SWK vs VICR
+175.6%
-158.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | 0.0% |
| 7D | -0.4% | +0.4% | -0.9% | -0.6% |
| 30D | -5.7% | -13.9% | +8.2% | -3.9% |
| 3M | +24.1% | -38.4% | +62.5% | +31.5% |
| 6M | +24.7% | -7.2% | +31.9% | +19.3% |
| YTD | +33.9% | +72.0% | -38.1% | +13.3% |
| 1Y | +34.7% | +263.3% | -228.6% | -3.1% |
| All | +17.5% | +175.6% | -158.1% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling