-36.7%
SWK vs VICR
+47.8%
-84.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +31.4% |
| 6M | +24.7% | -7.2% | +31.9% | +20.3% |
| YTD | +33.9% | +72.0% | -38.1% | +15.3% |
| 1Y | +34.7% | +263.3% | -228.6% | +0.5% |
| 3Y | +15.3% | +173.3% | -158.0% | -15.4% |
| All | -36.7% | +47.8% | -84.4% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling