+4,437.5%
SITM vs VICR
+374.3%
+4,063.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | +0.7% |
| 7D | +3.7% | +1.3% | +2.4% | +3.1% |
| 30D | -14.5% | -11.9% | -2.6% | -9.4% |
| 3M | -10.6% | -35.1% | +24.6% | +7.9% |
| 6M | +65.5% | +8.1% | +57.4% | +52.0% |
| YTD | +67.0% | +67.8% | -0.8% | +22.6% |
| 1Y | +138.6% | +267.3% | -128.7% | +14.1% |
| 3Y | +421.8% | +191.2% | +230.6% | +153.1% |
| 5Y | +172.4% | +48.1% | +124.4% | +59.6% |
| All | +4,437.5% | +374.3% | +4,063.2% | +2,111.2% |
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