+44.4%
SITM vs VICR
+76.0%
-31.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -11.1% | +1.8% | -4.5% |
| 7D | -19.5% | -26.6% | +7.0% | -7.9% |
| 30D | -43.2% | -47.9% | +4.7% | -25.6% |
| 3M | -30.8% | -29.8% | -1.1% | -21.1% |
| 6M | -28.6% | -36.6% | +8.0% | -15.9% |
| YTD | +14.2% | +45.1% | -31.0% | +23.1% |
| 1Y | +44.4% | +80.0% | -35.6% | +56.8% |
| All | +44.4% | +76.0% | -31.6% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling