+34.6%
SM vs VICR
+272.1%
-237.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -2.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.2% |
| 30D | +26.3% | -13.9% | +40.2% | +24.8% |
| 3M | +8.7% | -38.4% | +47.1% | +4.9% |
| 6M | +51.7% | -7.2% | +58.9% | +55.7% |
| YTD | +99.0% | +72.0% | +27.0% | +101.3% |
| 1Y | +34.6% | +263.3% | -228.7% | +31.1% |
| All | +34.6% | +272.1% | -237.5% | +31.1% |
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