+51.9%
SWK vs VICR
+336.6%
-284.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.7% |
| 7D | -1.4% | +8.3% | -9.7% | -2.5% |
| 30D | +25.5% | -35.2% | +60.6% | +31.5% |
| 3M | +11.8% | -29.8% | +41.6% | +14.4% |
| 6M | +48.7% | -48.6% | +97.3% | +56.5% |
| YTD | +57.2% | +45.1% | +12.1% | +32.3% |
| 1Y | +75.3% | +79.6% | -4.3% | +41.6% |
| 3Y | +51.9% | +335.4% | -283.5% | -12.6% |
| All | +51.9% | +336.6% | -284.6% | -12.6% |
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