+6,510.1%
SO vs VICR
+12,032.4%
-5,522.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -4.6% | -13.9% | +9.4% | -4.1% |
| 3M | -3.0% | -38.4% | +35.4% | -1.7% |
| 6M | -8.3% | -7.2% | -1.0% | -9.2% |
| YTD | +3.5% | +72.0% | -68.5% | -0.4% |
| 1Y | -0.9% | +263.3% | -264.2% | -8.1% |
| 3Y | +45.4% | +173.3% | -127.9% | +33.9% |
| 5Y | +59.6% | +47.3% | +12.3% | +47.6% |
| 10Y | +156.6% | +1,495.2% | -1,338.6% | +107.9% |
| All | +6,510.1% | +12,032.4% | -5,522.3% | +4,786.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling