+97.9%
VICI vs SWK
-30.9%
+128.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.6% |
| 7D | -1.6% | -4.6% | +3.0% | +0.1% |
| 30D | -3.3% | -9.9% | +6.6% | +0.3% |
| 3M | -8.5% | +15.4% | -23.9% | -14.0% |
| 6M | -11.7% | +25.0% | -36.7% | -20.0% |
| YTD | -7.4% | +27.2% | -34.6% | -17.2% |
| 1Y | -19.0% | +24.6% | -43.5% | -27.5% |
| 3Y | -3.9% | +13.7% | -17.6% | -15.6% |
| 5Y | +10.6% | -41.5% | +52.2% | +28.4% |
| All | +97.9% | -30.9% | +128.8% | +74.8% |
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