+74,844.0%
SMTC vs VICR
+11,731.3%
+63,112.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +2.2% |
| 7D | +22.5% | +1.3% | +21.2% | +22.1% |
| 30D | +24.9% | -11.9% | +36.8% | +30.0% |
| 3M | +4.1% | -35.1% | +39.2% | +18.3% |
| 6M | +92.6% | +8.1% | +84.4% | +86.4% |
| YTD | +122.5% | +67.8% | +54.7% | +88.8% |
| 1Y | +166.2% | +267.3% | -101.1% | +77.4% |
| 3Y | +577.2% | +191.2% | +385.9% | +357.6% |
| 5Y | +119.0% | +48.1% | +70.9% | +60.5% |
| 10Y | +527.9% | +1,546.1% | -1,018.2% | +129.6% |
| All | +74,844.0% | +11,731.3% | +63,112.7% | +22,017.0% |
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