+6.0%
SO vs VICR
+70.3%
-64.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.1% |
| 7D | +1.4% | +8.3% | -6.9% | +1.6% |
| 30D | +4.7% | -35.2% | +39.9% | +3.5% |
| 3M | +1.7% | -29.8% | +31.5% | +0.8% |
| 6M | +2.2% | -48.6% | +50.7% | +0.6% |
| YTD | +10.0% | +45.1% | -35.2% | +13.2% |
| 1Y | +6.0% | +79.6% | -73.5% | +11.4% |
| All | +6.0% | +70.3% | -64.2% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling