+46.5%
SNOW vs VICR
+293.8%
-247.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -0.2% |
| 7D | -2.4% | +5.0% | -7.4% | -2.4% |
| 30D | -1.0% | -12.5% | +11.5% | -0.9% |
| 3M | +36.9% | -33.6% | +70.5% | +36.6% |
| 6M | +83.4% | +10.7% | +72.7% | +77.1% |
| YTD | +50.0% | +80.6% | -30.6% | +38.2% |
| 1Y | +46.5% | +288.4% | -241.8% | +25.9% |
| All | +46.5% | +293.8% | -247.2% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling