-35.0%
SFM vs VICR
+76.0%
-111.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -11.1% | +14.8% | +2.8% |
| 7D | -12.3% | -26.6% | +14.3% | -14.0% |
| 30D | -16.2% | -47.9% | +31.7% | -19.4% |
| 3M | -36.8% | -29.8% | -7.0% | -37.7% |
| 6M | -32.6% | -36.6% | +4.0% | -33.9% |
| YTD | -31.7% | +45.1% | -76.9% | -29.4% |
| 1Y | -35.0% | +80.0% | -115.0% | -32.9% |
| All | -35.0% | +76.0% | -111.0% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling