+101.3%
VICI vs SWK
-10.9%
+112.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.5% |
| 7D | +0.6% | +10.7% | -10.0% | -3.2% |
| 30D | +10.0% | +33.3% | -23.4% | -1.1% |
| 3M | -4.1% | +14.7% | -18.8% | -9.1% |
| 6M | -9.6% | +48.5% | -58.1% | -22.7% |
| YTD | -5.8% | +63.9% | -69.7% | -23.3% |
| 1Y | -11.3% | +80.4% | -91.7% | -30.7% |
| 3Y | +6.9% | +58.1% | -51.2% | -17.1% |
| 5Y | +13.6% | -24.5% | +38.1% | +20.0% |
| All | +101.3% | -10.9% | +112.2% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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