+29.6%
SNOW vs VICR
+137.0%
-107.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -2.3% |
| 7D | -2.4% | +5.0% | -7.4% | -3.5% |
| 30D | -1.0% | -12.5% | +11.5% | +0.8% |
| 3M | +36.9% | -33.6% | +70.5% | +43.9% |
| 6M | +83.4% | +10.7% | +72.7% | +65.0% |
| YTD | +50.0% | +80.6% | -30.6% | +17.8% |
| 1Y | +46.5% | +288.4% | -241.8% | -7.2% |
| 3Y | +93.3% | +213.8% | -120.5% | +18.4% |
| 5Y | +3.3% | +58.8% | -55.6% | -27.6% |
| All | +29.6% | +137.0% | -107.5% | -30.0% |
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