+3,365.1%
SIMO vs VICR
+1,415.9%
+1,949.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.5% | +3.2% | +7.1% |
| 7D | +4.2% | +0.4% | +3.8% | +4.2% |
| 30D | +4.1% | -13.9% | +18.0% | +8.6% |
| 3M | -12.9% | -38.4% | +25.5% | -0.1% |
| 6M | +110.3% | -7.2% | +117.6% | +109.5% |
| YTD | +178.6% | +72.0% | +106.5% | +131.2% |
| 1Y | +220.0% | +263.3% | -43.3% | +111.5% |
| 3Y | +409.0% | +173.3% | +235.8% | +229.2% |
| 5Y | +277.3% | +47.3% | +230.0% | +157.9% |
| 10Y | +506.6% | +1,495.2% | -988.6% | +71.5% |
| All | +3,365.1% | +1,415.9% | +1,949.2% | +520.4% |
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