+385.4%
SAN vs VICR
+47.2%
+338.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.6% |
| 7D | -0.5% | +1.3% | -1.7% | -0.7% |
| 30D | -0.1% | -11.9% | +11.9% | +1.2% |
| 3M | +19.6% | -35.1% | +54.8% | +24.7% |
| 6M | +32.7% | +8.1% | +24.5% | +26.6% |
| YTD | +26.7% | +67.8% | -41.1% | +13.2% |
| 1Y | +51.6% | +267.3% | -215.7% | +20.3% |
| 3Y | +348.7% | +191.2% | +157.5% | +249.7% |
| All | +385.4% | +47.2% | +338.2% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling