+3,402.6%
SAN vs VICR
+12,032.4%
-8,629.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.8% |
| 7D | +1.8% | +0.4% | +1.3% | +1.6% |
| 30D | +2.0% | -13.9% | +15.9% | +4.3% |
| 3M | +19.7% | -38.4% | +58.1% | +28.1% |
| 6M | +30.6% | -7.2% | +37.8% | +25.9% |
| YTD | +28.8% | +72.0% | -43.2% | +9.4% |
| 1Y | +57.8% | +263.3% | -205.5% | +13.9% |
| 3Y | +338.1% | +173.3% | +164.9% | +209.8% |
| 5Y | +384.2% | +47.3% | +336.9% | +252.0% |
| 10Y | +353.1% | +1,495.2% | -1,142.0% | +83.5% |
| All | +3,402.6% | +12,032.4% | -8,629.8% | +943.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling