+572.1%
SNPS vs VICR
+1,501.2%
-929.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.6% |
| 7D | -4.6% | -0.4% | -4.2% | -4.7% |
| 30D | -3.3% | -15.6% | +12.2% | -0.4% |
| 3M | -13.8% | -35.4% | +21.6% | -8.1% |
| 6M | -8.2% | +1.3% | -9.5% | -13.6% |
| YTD | -15.4% | +62.5% | -77.9% | -29.3% |
| 1Y | +2.4% | +255.5% | -253.0% | -29.1% |
| 3Y | -13.5% | +182.0% | -195.5% | -41.6% |
| 5Y | +19.5% | +42.9% | -23.5% | -14.7% |
| All | +572.1% | +1,501.2% | -929.0% | +211.7% |
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 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