-75.5%
SMR vs VICR
+293.8%
-369.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +11.2% | -26.8% | -19.5% |
| 7D | -11.2% | +5.0% | -16.2% | -13.4% |
| 30D | -10.2% | -12.5% | +2.3% | -7.4% |
| 3M | -10.0% | -33.6% | +23.6% | 0.0% |
| 6M | -30.5% | +10.7% | -41.1% | -37.0% |
| YTD | -39.2% | +80.6% | -119.8% | -51.7% |
| 1Y | -75.5% | +288.4% | -363.9% | -81.3% |
| All | -75.5% | +293.8% | -369.3% | -81.3% |
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