+2,335.3%
SIMO vs VICR
+1,224.1%
+1,111.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.2% | -1.7% |
| 7D | +14.9% | +21.9% | -7.0% | +8.4% |
| 30D | -27.0% | -38.4% | +11.4% | -15.8% |
| 3M | -25.4% | -27.2% | +1.8% | -18.5% |
| 6M | -30.3% | -43.7% | +13.4% | -18.6% |
| YTD | +95.8% | +50.3% | +45.5% | +68.7% |
| 1Y | +100.0% | +74.6% | +25.5% | +65.3% |
| 3Y | +238.3% | +351.2% | -112.9% | +92.7% |
| 5Y | +187.6% | +2.5% | +185.1% | +119.0% |
| 10Y | +422.5% | +1,031.9% | -609.4% | +64.4% |
| All | +2,335.3% | +1,224.1% | +1,111.2% | +352.7% |
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