+212.7%
SFM vs VICR
+46.6%
+166.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +0.9% | -3.9% |
| 7D | -7.2% | +1.3% | -8.4% | -7.2% |
| 30D | -14.3% | -11.9% | -2.4% | -14.2% |
| 3M | -13.7% | -35.1% | +21.4% | -13.5% |
| 6M | -6.0% | +8.1% | -14.2% | -7.4% |
| YTD | -8.2% | +67.8% | -76.0% | -11.3% |
| 1Y | -46.2% | +267.3% | -313.5% | -49.8% |
| 3Y | +83.6% | +191.2% | -107.7% | +69.5% |
| 5Y | +212.7% | +48.1% | +164.6% | +159.7% |
| All | +212.7% | +46.6% | +166.1% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling