+171.9%
SAP vs VICR
+1,679.8%
-1,507.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -1.1% |
| 7D | -4.1% | +5.0% | -9.0% | -4.7% |
| 30D | +1.1% | -12.5% | +13.6% | +2.2% |
| 3M | +26.1% | -33.6% | +59.7% | +29.6% |
| 6M | +9.8% | +10.7% | -0.9% | +2.4% |
| YTD | -13.6% | +80.6% | -94.1% | -26.1% |
| 1Y | -18.7% | +288.4% | -307.0% | -39.2% |
| 3Y | +54.1% | +213.8% | -159.7% | +12.0% |
| 5Y | +54.7% | +58.8% | -4.1% | +17.0% |
| All | +171.9% | +1,679.8% | -1,507.9% | +38.4% |
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