+57.9%
SO vs VICR
+46.6%
+11.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.7% |
| 7D | 0.0% | +1.3% | -1.2% | 0.0% |
| 30D | -2.5% | -11.9% | +9.5% | -2.5% |
| 3M | -4.2% | -35.1% | +31.0% | -4.3% |
| 6M | -7.7% | +8.1% | -15.8% | -7.9% |
| YTD | +3.8% | +67.8% | -64.0% | +3.3% |
| 1Y | +0.1% | +267.3% | -267.2% | -0.9% |
| 3Y | +44.2% | +191.2% | -147.0% | +42.6% |
| 5Y | +57.9% | +48.1% | +9.8% | +44.4% |
| All | +57.9% | +46.6% | +11.3% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling