+6,837.2%
SO vs VICR
+10,497.2%
-3,660.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.4% |
| 7D | -0.9% | +21.9% | -22.8% | -1.7% |
| 30D | +4.9% | -38.4% | +43.3% | +6.5% |
| 3M | +0.8% | -27.2% | +27.9% | +1.3% |
| 6M | +0.6% | -43.7% | +44.3% | +1.4% |
| YTD | +8.7% | +50.3% | -41.6% | +4.4% |
| 1Y | +4.0% | +74.6% | -70.6% | -0.8% |
| 3Y | +50.6% | +351.2% | -300.6% | +34.8% |
| 5Y | +77.5% | +2.5% | +75.0% | +66.0% |
| 10Y | +192.0% | +1,031.9% | -839.9% | +138.5% |
| All | +6,837.2% | +10,497.2% | -3,660.0% | +5,023.2% |
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 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