+1,670.2%
SM vs VICR
+2,461.0%
-790.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.1% |
| 7D | -0.2% | +9.8% | -10.0% | -2.0% |
| 30D | +31.5% | -12.6% | +44.1% | +34.1% |
| 3M | +17.3% | -29.7% | +47.0% | +21.5% |
| 6M | +48.5% | +18.8% | +29.7% | +31.9% |
| YTD | +106.3% | +76.4% | +29.9% | +65.3% |
| 1Y | +47.3% | +282.4% | -235.1% | -2.1% |
| 3Y | -1.4% | +206.2% | -207.6% | -36.7% |
| 5Y | +114.0% | +53.9% | +60.1% | +44.0% |
| 10Y | +12.5% | +1,572.3% | -1,559.8% | -56.0% |
| All | +1,670.2% | +2,461.0% | -790.9% | +379.0% |
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 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