+0.6%
SWKS vs VICR
+262.0%
-261.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.7% | -7.5% | -0.3% |
| 7D | -6.2% | -23.1% | +17.0% | -2.1% |
| 30D | -1.5% | -48.1% | +46.6% | +9.1% |
| 3M | +23.0% | -32.8% | +55.8% | +28.3% |
| 6M | +27.6% | -47.6% | +75.2% | +36.4% |
| YTD | +32.3% | +34.0% | -1.7% | +15.1% |
| 1Y | +20.1% | +65.0% | -44.9% | -0.1% |
| 3Y | +0.6% | +277.1% | -276.4% | -39.6% |
| All | +0.6% | +262.0% | -261.4% | -39.6% |
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