+623.3%
SONY vs VICR
+11,731.3%
-11,108.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.3% |
| 7D | -4.9% | +1.3% | -6.2% | -5.2% |
| 30D | -1.6% | -11.9% | +10.3% | -0.3% |
| 3M | +10.0% | -35.1% | +45.1% | +14.2% |
| 6M | +8.4% | +8.1% | +0.3% | +2.3% |
| YTD | -8.4% | +67.8% | -76.2% | -19.8% |
| 1Y | -18.4% | +267.3% | -285.7% | -37.3% |
| 3Y | +41.0% | +191.2% | -150.2% | +5.8% |
| 5Y | +9.3% | +48.1% | -38.8% | -15.3% |
| 10Y | +281.7% | +1,546.1% | -1,264.4% | +91.0% |
| All | +623.3% | +11,731.3% | -11,108.0% | +125.0% |
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 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