+432.7%
SN vs VICR
+73.5%
+359.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.7% |
| 7D | +1.4% | +21.9% | -20.5% | -1.3% |
| 30D | +16.6% | -38.4% | +55.0% | +23.0% |
| 3M | +18.3% | -27.2% | +45.4% | +20.4% |
| 6M | +103.1% | -43.7% | +146.8% | +109.9% |
| YTD | +96.7% | +50.3% | +46.5% | +66.0% |
| 1Y | +134.3% | +74.6% | +59.8% | +92.4% |
| 3Y | +425.2% | +351.2% | +74.0% | +239.9% |
| All | +432.7% | +73.5% | +359.1% | +338.3% |
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