+154.8%
SO vs VICR
+1,501.2%
-1,346.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | -1.1% | -0.4% | -0.8% | -1.1% |
| 30D | -3.7% | -15.6% | +11.8% | -3.3% |
| 3M | -5.9% | -35.4% | +29.5% | -5.0% |
| 6M | -7.3% | +1.3% | -8.6% | -8.8% |
| YTD | +3.1% | +62.5% | -59.3% | -1.0% |
| 1Y | -1.0% | +255.5% | -256.5% | -8.9% |
| 3Y | +43.2% | +182.0% | -138.7% | +30.4% |
| 5Y | +59.1% | +42.9% | +16.2% | +47.2% |
| All | +154.8% | +1,501.2% | -1,346.4% | +93.2% |
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