+158.9%
SN vs VICR
+76.0%
+82.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -11.1% | +15.3% | +5.0% |
| 7D | +10.6% | -26.6% | +37.2% | +13.3% |
| 30D | +20.0% | -47.9% | +68.0% | +26.3% |
| 3M | +30.4% | -29.8% | +60.1% | +32.3% |
| 6M | +91.0% | -36.6% | +127.6% | +88.4% |
| YTD | +95.9% | +45.1% | +50.8% | +68.7% |
| 1Y | +158.9% | +80.0% | +78.9% | +114.9% |
| All | +158.9% | +76.0% | +82.9% | +114.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling