+109.0%
SPG vs VICR
+978.3%
-869.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.2% | +0.1% |
| 7D | +2.0% | +8.3% | -6.3% | +1.0% |
| 30D | +17.2% | -35.2% | +52.4% | +22.0% |
| 3M | +6.3% | -29.8% | +36.1% | +8.4% |
| 6M | +18.7% | -48.6% | +67.3% | +23.2% |
| YTD | +30.1% | +45.1% | -15.0% | +13.4% |
| 1Y | +32.8% | +79.6% | -46.8% | +12.0% |
| 3Y | +133.6% | +335.4% | -201.8% | +60.1% |
| 5Y | +84.4% | -1.0% | +85.4% | +50.3% |
| All | +109.0% | +978.3% | -869.3% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling