+412.0%
SN vs VICR
+201.6%
+210.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.6% |
| 7D | +0.1% | +9.8% | -9.7% | -1.3% |
| 30D | -5.6% | -12.6% | +7.0% | -4.1% |
| 3M | +48.1% | -29.7% | +77.8% | +53.1% |
| 6M | +57.6% | +18.8% | +38.8% | +44.5% |
| YTD | +56.5% | +76.4% | -19.9% | +33.1% |
| 1Y | +52.6% | +282.4% | -229.8% | +11.1% |
| 3Y | +412.0% | +206.2% | +205.8% | +288.6% |
| All | +412.0% | +201.6% | +210.3% | +288.6% |
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 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