+114.7%
SMTC vs VICR
+42.6%
+72.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.2% | -1.8% |
| 7D | +17.5% | -0.4% | +17.9% | +17.8% |
| 30D | +21.3% | -15.6% | +36.9% | +29.7% |
| 3M | +3.1% | -35.4% | +38.5% | +21.4% |
| 6M | +81.7% | +1.3% | +80.4% | +79.3% |
| YTD | +115.9% | +62.5% | +53.5% | +80.1% |
| 1Y | +157.8% | +255.5% | -97.6% | +60.4% |
| 3Y | +557.3% | +182.0% | +375.3% | +308.7% |
| 5Y | +114.7% | +42.9% | +71.8% | +48.1% |
| All | +114.7% | +42.6% | +72.1% | +48.1% |
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