+29.8%
SFM vs VICR
+1,798.0%
-1,768.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +1.5% |
| 7D | +6.0% | +8.3% | -2.2% | +5.6% |
| 30D | -19.5% | -35.2% | +15.7% | -18.0% |
| 3M | -37.0% | -29.8% | -7.2% | -36.5% |
| 6M | -41.0% | -48.6% | +7.6% | -40.1% |
| YTD | -34.6% | +45.1% | -79.8% | -39.1% |
| 1Y | -36.3% | +79.6% | -115.8% | -41.6% |
| 3Y | +24.5% | +335.4% | -310.9% | +2.2% |
| 5Y | +115.9% | -1.0% | +116.9% | +93.7% |
| 10Y | +139.5% | +993.1% | -853.6% | +48.5% |
| All | +29.8% | +1,798.0% | -1,768.2% | -30.7% |
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 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