+31.0%
SWKS vs VICR
+1,568.0%
-1,537.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.2% |
| 7D | +11.8% | +9.8% | +2.0% | +9.3% |
| 30D | +6.7% | -12.6% | +19.3% | +9.6% |
| 3M | 0.0% | -29.7% | +29.7% | +6.4% |
| 6M | +38.7% | +18.8% | +19.9% | +24.7% |
| YTD | +21.4% | +76.4% | -55.0% | -3.6% |
| 1Y | +2.9% | +282.4% | -279.5% | -35.3% |
| 3Y | -16.4% | +206.2% | -222.6% | -49.4% |
| 5Y | -51.2% | +53.9% | -105.1% | -68.0% |
| 10Y | +31.0% | +1,572.3% | -1,541.3% | -58.2% |
| All | +31.0% | +1,568.0% | -1,537.0% | -58.2% |
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