+7.5%
SMR vs VICR
+147.6%
-140.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -1.9% |
| 7D | +13.1% | +1.3% | +11.8% | +12.7% |
| 30D | +17.8% | -11.9% | +29.7% | +21.1% |
| 3M | +8.1% | -35.1% | +43.2% | +19.9% |
| 6M | -11.1% | +8.1% | -19.2% | -15.4% |
| YTD | -23.7% | +67.8% | -91.5% | -35.3% |
| 1Y | -69.4% | +267.3% | -336.7% | -79.1% |
| 3Y | +82.6% | +191.2% | -108.6% | +22.5% |
| All | +7.5% | +147.6% | -140.1% | -30.4% |
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