+4,789.7%
SITM vs VICR
+410.5%
+4,379.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.2% | -5.6% | +0.5% |
| 7D | +3.9% | +5.0% | -1.1% | +1.3% |
| 30D | -6.6% | -12.5% | +5.9% | -0.9% |
| 3M | -11.9% | -33.6% | +21.7% | +4.9% |
| 6M | +81.1% | +10.7% | +70.5% | +64.4% |
| YTD | +80.0% | +80.6% | -0.6% | +27.5% |
| 1Y | +145.8% | +288.4% | -142.5% | +14.5% |
| 3Y | +475.9% | +213.8% | +262.1% | +169.6% |
| 5Y | +189.2% | +58.8% | +130.4% | +64.0% |
| All | +4,789.7% | +410.5% | +4,379.2% | +2,201.0% |
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