+106.5%
SPG vs VICR
+187.3%
-80.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -2.2% |
| 7D | -1.7% | +1.3% | -2.9% | -1.7% |
| 30D | -6.3% | -11.9% | +5.7% | -5.7% |
| 3M | -2.4% | -35.1% | +32.7% | -0.8% |
| 6M | +9.6% | +8.1% | +1.5% | +5.3% |
| YTD | +14.2% | +67.8% | -53.6% | +4.7% |
| 1Y | +19.3% | +267.3% | -248.0% | -0.3% |
| All | +106.5% | +187.3% | -80.8% | +70.1% |
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 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