+11.5%
SWKS vs VICR
+336.6%
-325.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.5% |
| 7D | +9.4% | +8.3% | +1.1% | +7.8% |
| 30D | +17.0% | -35.2% | +52.1% | +24.5% |
| 3M | +28.9% | -29.8% | +58.8% | +33.4% |
| 6M | +33.1% | -48.6% | +81.7% | +43.2% |
| YTD | +44.8% | +45.1% | -0.3% | +24.1% |
| 1Y | +36.2% | +79.6% | -43.3% | +11.6% |
| 3Y | +11.5% | +335.4% | -323.9% | -34.8% |
| All | +11.5% | +336.6% | -325.1% | -34.8% |
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 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