+133.6%
SFM vs VICR
+978.3%
-844.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +1.5% |
| 7D | +6.0% | +8.3% | -2.2% | +5.7% |
| 30D | -19.5% | -35.2% | +15.7% | -18.4% |
| 3M | -37.0% | -29.8% | -7.2% | -36.7% |
| 6M | -41.0% | -48.6% | +7.6% | -40.4% |
| YTD | -34.6% | +45.1% | -79.8% | -38.3% |
| 1Y | -36.3% | +79.6% | -115.8% | -40.7% |
| 3Y | +24.5% | +335.4% | -310.9% | +5.9% |
| 5Y | +115.9% | -1.0% | +116.9% | +97.6% |
| All | +133.6% | +978.3% | -844.7% | +60.5% |
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