+42.1%
SONY vs VICR
+209.3%
-167.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.5% | +0.9% |
| 7D | -2.7% | +5.0% | -7.7% | -3.0% |
| 30D | +1.5% | -12.5% | +14.0% | +2.2% |
| 3M | +13.0% | -33.6% | +46.6% | +15.0% |
| 6M | +11.2% | +10.7% | +0.5% | +6.3% |
| YTD | -6.6% | +80.6% | -87.2% | -15.4% |
| 1Y | -18.1% | +288.4% | -306.5% | -32.4% |
| 3Y | +42.1% | +213.8% | -171.7% | +20.0% |
| All | +42.1% | +209.3% | -167.2% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling