+447.8%
SN vs VICR
+67.6%
+380.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.3% | +3.3% |
| 7D | +1.5% | +8.3% | -6.7% | +0.4% |
| 30D | +21.5% | -35.2% | +56.7% | +27.3% |
| 3M | +20.0% | -29.8% | +49.9% | +22.8% |
| 6M | +119.9% | -48.6% | +168.5% | +130.7% |
| YTD | +102.3% | +45.1% | +57.2% | +71.4% |
| 1Y | +148.0% | +79.6% | +68.4% | +102.2% |
| 3Y | +450.0% | +335.4% | +114.6% | +257.6% |
| All | +447.8% | +67.6% | +380.2% | +352.7% |
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