+660.9%
SNPS vs VICR
+978.3%
-317.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.9% |
| 7D | +1.1% | +8.3% | -7.2% | -0.7% |
| 30D | -5.2% | -35.2% | +30.0% | +2.4% |
| 3M | +10.6% | -29.8% | +40.4% | +16.1% |
| 6M | -10.6% | -48.6% | +38.0% | -3.0% |
| YTD | -3.1% | +45.1% | -48.2% | -18.7% |
| 1Y | +15.6% | +79.6% | -64.0% | -7.6% |
| 3Y | -12.9% | +335.4% | -348.3% | -47.3% |
| 5Y | +31.2% | -1.0% | +32.2% | 0.0% |
| All | +660.9% | +978.3% | -317.4% | +264.1% |
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