+77.5%
SO vs VICR
+1.5%
+76.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.5% |
| 7D | -0.9% | +21.9% | -22.8% | -0.8% |
| 30D | +4.9% | -38.4% | +43.3% | +4.7% |
| 3M | +0.8% | -27.2% | +27.9% | +0.6% |
| 6M | +0.6% | -43.7% | +44.3% | +0.3% |
| YTD | +8.7% | +50.3% | -41.6% | +8.1% |
| 1Y | +4.0% | +74.6% | -70.6% | +3.3% |
| 3Y | +50.6% | +351.2% | -300.6% | +46.6% |
| 5Y | +77.5% | +2.5% | +75.0% | +62.5% |
| All | +77.5% | +1.5% | +76.0% | +62.5% |
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