+4,901.1%
SNPS vs VICR
+1,148.9%
+3,752.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.5% | -10.9% | -6.4% |
| 7D | -11.0% | +0.4% | -11.4% | -11.2% |
| 30D | -1.7% | -13.9% | +12.2% | +0.6% |
| 3M | -20.4% | -38.4% | +18.1% | -14.9% |
| 6M | -8.6% | -7.2% | -1.4% | -11.8% |
| YTD | -16.2% | +72.0% | -88.2% | -28.3% |
| 1Y | -34.6% | +263.3% | -297.9% | -51.9% |
| 3Y | -14.5% | +173.3% | -187.7% | -37.6% |
| 5Y | +17.0% | +47.3% | -30.3% | -11.6% |
| 10Y | +560.0% | +1,495.2% | -935.1% | +208.4% |
| All | +4,901.1% | +1,148.9% | +3,752.2% | +1,308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling