+196.4%
SO vs VICR
+978.3%
-781.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.3% |
| 7D | +1.4% | +8.3% | -6.9% | +1.1% |
| 30D | +4.7% | -35.2% | +39.9% | +5.9% |
| 3M | +1.7% | -29.8% | +31.5% | +2.2% |
| 6M | +2.2% | -48.6% | +50.7% | +3.2% |
| YTD | +10.0% | +45.1% | -35.2% | +5.3% |
| 1Y | +6.0% | +79.6% | -73.5% | +0.5% |
| 3Y | +54.1% | +335.4% | -281.3% | +34.8% |
| 5Y | +79.6% | -1.0% | +80.7% | +70.7% |
| All | +196.4% | +978.3% | -781.9% | +121.2% |
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