+319.5%
SN vs VICR
+98.7%
+220.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.9% |
| 7D | -9.3% | +0.4% | -9.8% | -9.4% |
| 30D | -4.8% | -13.9% | +9.1% | -3.0% |
| 3M | +40.4% | -38.4% | +78.8% | +48.4% |
| 6M | +50.9% | -7.2% | +58.2% | +43.7% |
| YTD | +54.9% | +72.0% | -17.1% | +31.6% |
| 1Y | +43.0% | +263.3% | -220.3% | +4.0% |
| 3Y | +391.8% | +173.3% | +218.6% | +273.9% |
| All | +319.5% | +98.7% | +220.8% | +247.5% |
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