+37.8%
SWKS vs VICR
+1,026.7%
-988.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -3.1% | -9.7% | +6.5% | -1.4% |
| 30D | +8.3% | -39.2% | +47.6% | +19.6% |
| 3M | +20.2% | -22.6% | +42.8% | +23.0% |
| 6M | +24.9% | -37.0% | +61.9% | +29.9% |
| YTD | +33.2% | +47.5% | -14.4% | +6.9% |
| 1Y | +23.6% | +75.0% | -51.4% | -5.4% |
| 3Y | +1.3% | +343.0% | -341.7% | -46.2% |
| 5Y | -40.6% | +3.9% | -44.5% | -57.5% |
| All | +37.8% | +1,026.7% | -988.9% | -49.8% |
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