+596.0%
SIMO vs VICR
+1,679.8%
-1,083.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.2% | -3.9% | +4.4% |
| 7D | +11.0% | +5.0% | +6.1% | +9.7% |
| 30D | +17.9% | -12.5% | +30.4% | +21.8% |
| 3M | +3.9% | -33.6% | +37.5% | +14.8% |
| 6M | +131.0% | +10.7% | +120.4% | +123.3% |
| YTD | +209.3% | +80.6% | +128.7% | +163.8% |
| 1Y | +223.8% | +288.4% | -64.6% | +127.9% |
| 3Y | +479.2% | +213.8% | +265.4% | +295.2% |
| 5Y | +316.0% | +58.8% | +257.2% | +202.1% |
| All | +596.0% | +1,679.8% | -1,083.7% | +200.8% |
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