+275.6%
SFM vs VICR
+1,679.8%
-1,404.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | +0.3% |
| 7D | -10.6% | +5.0% | -15.6% | -10.8% |
| 30D | -15.5% | -12.5% | -3.0% | -15.1% |
| 3M | -17.4% | -33.6% | +16.2% | -16.6% |
| 6M | -3.4% | +10.7% | -14.1% | -5.8% |
| YTD | -8.7% | +80.6% | -89.2% | -14.0% |
| 1Y | -47.2% | +288.4% | -335.5% | -52.9% |
| 3Y | +82.7% | +213.8% | -131.1% | +60.5% |
| 5Y | +214.3% | +58.8% | +155.4% | +179.5% |
| All | +275.6% | +1,679.8% | -1,404.1% | +143.7% |
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