+15.5%
SM vs VICR
+978.3%
-962.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.5% |
| 7D | +9.4% | +8.3% | +1.1% | +7.7% |
| 30D | -14.4% | -35.2% | +20.8% | -8.9% |
| 3M | +1.6% | -29.8% | +31.4% | +4.7% |
| 6M | +6.3% | -48.6% | +54.9% | +11.5% |
| YTD | +78.8% | +45.1% | +33.7% | +40.6% |
| 1Y | +83.1% | +79.6% | +3.6% | +36.6% |
| 3Y | -5.9% | +335.4% | -341.3% | -50.0% |
| 5Y | +4.8% | -1.0% | +5.8% | -24.4% |
| All | +15.5% | +978.3% | -962.8% | -56.1% |
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 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