+3.5%
SNOW vs VICR
+42.6%
-39.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | 0.0% |
| 7D | -7.5% | -0.4% | -7.1% | -7.5% |
| 30D | -1.3% | -15.6% | +14.2% | +1.0% |
| 3M | +37.4% | -35.4% | +72.8% | +44.4% |
| 6M | +88.1% | +1.3% | +86.8% | +73.5% |
| YTD | +50.3% | +62.5% | -12.1% | +22.8% |
| 1Y | +46.0% | +255.5% | -209.5% | -2.6% |
| 3Y | +98.7% | +182.0% | -83.3% | +29.3% |
| 5Y | +3.5% | +42.9% | -39.4% | -21.8% |
| All | +3.5% | +42.6% | -39.1% | -21.8% |
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