+102.9%
SFM vs VICR
+2,150.0%
-2,047.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.6% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | -4.4% | -13.9% | +9.6% | -3.7% |
| 3M | +1.5% | -38.4% | +39.9% | +3.4% |
| 6M | +6.5% | -7.2% | +13.7% | +4.4% |
| YTD | +2.2% | +72.0% | -69.9% | -4.8% |
| 1Y | -41.9% | +263.3% | -305.2% | -49.2% |
| 3Y | +106.8% | +173.3% | -66.5% | +78.7% |
| 5Y | +231.6% | +47.3% | +184.3% | +189.8% |
| 10Y | +258.4% | +1,495.2% | -1,236.7% | +115.3% |
| All | +102.9% | +2,150.0% | -2,047.1% | +8.4% |
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