+1,270.6%
SMH vs VICR
+652.9%
+617.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +1.5% |
| 7D | +4.3% | +1.3% | +3.1% | +3.9% |
| 30D | +0.9% | -11.9% | +12.8% | +4.0% |
| 3M | -2.8% | -35.1% | +32.3% | +7.8% |
| 6M | +45.6% | +8.1% | +37.5% | +35.7% |
| YTD | +59.5% | +67.8% | -8.3% | +29.5% |
| 1Y | +93.4% | +267.3% | -173.9% | +22.7% |
| 3Y | +287.1% | +191.2% | +95.9% | +139.6% |
| 5Y | +338.0% | +48.1% | +290.0% | +190.6% |
| 10Y | +1,876.8% | +1,546.1% | +330.7% | +481.3% |
| All | +1,270.6% | +652.9% | +617.7% | +219.8% |
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