-14.4%
SMR vs VICR
+166.5%
-180.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +11.2% | -26.8% | -18.8% |
| 7D | -11.2% | +5.0% | -16.2% | -13.0% |
| 30D | -10.2% | -12.5% | +2.3% | -8.0% |
| 3M | -10.0% | -33.6% | +23.6% | -1.6% |
| 6M | -30.5% | +10.7% | -41.1% | -34.8% |
| YTD | -39.2% | +80.6% | -119.8% | -49.9% |
| 1Y | -75.5% | +288.4% | -363.9% | -83.7% |
| 3Y | +45.4% | +213.8% | -168.4% | -5.2% |
| All | -14.4% | +166.5% | -180.9% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling