-53.0%
SWKS vs VICR
+47.8%
-100.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.4% |
| 7D | +12.5% | +0.4% | +12.1% | +12.4% |
| 30D | +10.5% | -13.9% | +24.4% | +13.2% |
| 3M | -7.4% | -38.4% | +31.0% | +0.1% |
| 6M | +32.7% | -7.2% | +39.9% | +28.4% |
| YTD | +19.2% | +72.0% | -52.9% | -0.1% |
| 1Y | +2.4% | +263.3% | -260.9% | -28.5% |
| 3Y | -25.6% | +173.3% | -198.9% | -49.0% |
| All | -53.0% | +47.8% | -100.8% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling