+1,863.5%
SGI vs VICR
+1,797.9%
+65.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.1% |
| 7D | +9.3% | +9.8% | -0.6% | +6.6% |
| 30D | +6.9% | -12.6% | +19.5% | +9.7% |
| 3M | +2.8% | -29.7% | +32.5% | +8.6% |
| 6M | -12.6% | +18.8% | -31.4% | -23.1% |
| YTD | -21.5% | +76.4% | -97.9% | -39.2% |
| 1Y | -18.8% | +282.4% | -301.1% | -50.9% |
| 3Y | +60.8% | +206.2% | -145.3% | -7.8% |
| 5Y | +60.0% | +53.9% | +6.1% | -2.2% |
| 10Y | +267.8% | +1,572.3% | -1,304.5% | -6.0% |
| All | +1,863.5% | +1,797.9% | +65.6% | +235.4% |
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