+2,233.8%
SAP vs VICR
+813.2%
+1,420.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.8% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +9.0% | -13.9% | +22.9% | +11.2% |
| 3M | +14.9% | -38.4% | +53.4% | +21.0% |
| 6M | +11.9% | -7.2% | +19.1% | +5.4% |
| YTD | -9.9% | +72.0% | -81.9% | -25.4% |
| 1Y | -19.5% | +263.3% | -282.8% | -43.3% |
| 3Y | +61.8% | +173.3% | -111.5% | +11.3% |
| 5Y | +56.2% | +47.3% | +8.9% | +10.2% |
| 10Y | +180.6% | +1,495.2% | -1,314.6% | +9.4% |
| All | +2,233.8% | +813.2% | +1,420.6% | +546.0% |
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