+335.4%
SAN vs VICR
+1,501.2%
-1,165.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | +0.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | -0.5% | -15.6% | +15.0% | +1.7% |
| 3M | +22.7% | -35.4% | +58.1% | +29.0% |
| 6M | +28.8% | +1.3% | +27.5% | +23.0% |
| YTD | +26.3% | +62.5% | -36.2% | +10.6% |
| 1Y | +48.8% | +255.5% | -206.6% | +12.9% |
| 3Y | +347.2% | +182.0% | +165.2% | +230.8% |
| 5Y | +383.8% | +42.9% | +340.9% | +272.8% |
| All | +335.4% | +1,501.2% | -1,165.7% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling