+581.2%
SMTC vs VICR
+178.2%
+403.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.2% | -1.6% |
| 7D | +17.5% | -0.4% | +17.9% | +17.9% |
| 30D | +21.3% | -15.6% | +36.9% | +31.1% |
| 3M | +3.1% | -35.4% | +38.5% | +24.1% |
| 6M | +81.7% | +1.3% | +80.4% | +78.6% |
| YTD | +115.9% | +62.5% | +53.5% | +75.1% |
| 1Y | +157.8% | +255.5% | -97.6% | +47.5% |
| All | +581.2% | +178.2% | +403.0% | +280.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling