+49.5%
SWK vs VICR
+262.0%
-212.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.5% |
| 7D | +11.0% | -23.1% | +34.2% | +14.4% |
| 30D | +30.1% | -48.1% | +78.1% | +40.8% |
| 3M | +14.7% | -32.8% | +47.5% | +17.9% |
| 6M | +44.5% | -47.6% | +92.1% | +50.2% |
| YTD | +59.4% | +34.0% | +25.4% | +35.7% |
| 1Y | +77.5% | +65.0% | +12.5% | +45.0% |
| 3Y | +49.5% | +277.1% | -227.6% | -9.9% |
| All | +49.5% | +262.0% | -212.6% | -9.9% |
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 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