+306.7%
SIMO vs VICR
+46.6%
+260.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +3.4% |
| 7D | +14.5% | +1.3% | +13.3% | +14.2% |
| 30D | +20.4% | -11.9% | +32.4% | +24.4% |
| 3M | +7.1% | -35.1% | +42.3% | +19.5% |
| 6M | +129.2% | +8.1% | +121.1% | +124.6% |
| YTD | +201.9% | +67.8% | +134.2% | +164.9% |
| 1Y | +235.5% | +267.3% | -31.8% | +143.2% |
| 3Y | +463.8% | +191.2% | +272.6% | +298.3% |
| 5Y | +306.7% | +48.1% | +258.6% | +196.4% |
| All | +306.7% | +46.6% | +260.1% | +196.4% |
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 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