+32.4%
SWKS vs VICR
+1,187.5%
-1,155.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.3% | -10.5% | -1.9% |
| 7D | -2.7% | -6.5% | +3.8% | -1.8% |
| 30D | +8.5% | -38.5% | +47.0% | +19.4% |
| 3M | +17.3% | -26.1% | +43.4% | +21.3% |
| 6M | +25.1% | -36.2% | +61.4% | +29.8% |
| YTD | +33.3% | +49.2% | -15.8% | +6.8% |
| 1Y | +22.9% | +87.0% | -64.1% | -7.6% |
| 3Y | +5.5% | +350.4% | -344.9% | -44.1% |
| 5Y | -41.9% | +3.7% | -45.6% | -58.4% |
| 10Y | +32.4% | +1,084.9% | -1,052.4% | -51.2% |
| All | +32.4% | +1,187.5% | -1,155.1% | -51.2% |
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