+100.1%
VICI vs SWK
-14.6%
+114.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | +9.0% | +25.5% | -16.4% | +0.2% |
| 3M | -3.2% | +11.8% | -15.0% | -7.4% |
| 6M | -8.1% | +48.7% | -56.8% | -21.5% |
| YTD | -6.3% | +57.2% | -63.5% | -22.6% |
| 1Y | -12.1% | +75.3% | -87.4% | -30.6% |
| 3Y | +6.4% | +51.9% | -45.6% | -16.4% |
| 5Y | +14.9% | -30.7% | +45.6% | +26.3% |
| All | +100.1% | -14.6% | +114.7% | +63.2% |
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