+42.0%
SOFI vs VICR
+114.8%
-72.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.5% | -2.8% |
| 7D | -4.9% | +5.0% | -9.9% | -6.5% |
| 30D | -3.5% | -12.5% | +9.0% | -0.3% |
| 3M | +3.9% | -33.6% | +37.5% | +13.4% |
| 6M | -6.5% | +10.7% | -17.2% | -18.2% |
| YTD | -33.8% | +80.6% | -114.4% | -52.3% |
| 1Y | -33.3% | +288.4% | -321.6% | -64.6% |
| 3Y | +94.6% | +213.8% | -119.2% | +2.0% |
| 5Y | +13.3% | +58.8% | -45.6% | -29.6% |
| All | +42.0% | +114.8% | -72.9% | -23.1% |
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