+289.1%
SN vs VICR
+108.5%
+180.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.2% | -12.2% | -2.8% |
| 7D | -7.3% | +5.0% | -12.2% | -8.0% |
| 30D | -13.6% | -12.5% | -1.1% | -12.2% |
| 3M | +18.6% | -33.6% | +52.2% | +23.8% |
| 6M | +46.0% | +10.7% | +35.3% | +35.1% |
| YTD | +43.7% | +80.6% | -36.9% | +21.0% |
| 1Y | +39.2% | +288.4% | -249.2% | 0.0% |
| 3Y | +306.5% | +213.8% | +92.7% | +196.9% |
| All | +289.1% | +108.5% | +180.5% | +219.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling