+267.7%
SAN vs VICR
+978.3%
-710.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.2% |
| 7D | +4.0% | +8.3% | -4.3% | +2.7% |
| 30D | -7.8% | -35.2% | +27.4% | -2.9% |
| 3M | -16.4% | -29.8% | +13.5% | -14.1% |
| 6M | +3.5% | -48.6% | +52.1% | +9.3% |
| YTD | +6.7% | +45.1% | -38.4% | -7.1% |
| 1Y | +14.5% | +79.6% | -65.1% | -3.8% |
| 3Y | +243.5% | +335.4% | -91.9% | +131.8% |
| 5Y | +296.2% | -1.0% | +297.2% | +220.7% |
| All | +267.7% | +978.3% | -710.6% | +69.5% |
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