+104.2%
SPG vs VICR
+46.6%
+57.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -2.0% |
| 7D | -1.7% | +1.3% | -2.9% | -1.8% |
| 30D | -6.3% | -11.9% | +5.7% | -5.5% |
| 3M | -2.4% | -35.1% | +32.7% | +0.1% |
| 6M | +9.6% | +8.1% | +1.5% | +4.6% |
| YTD | +14.2% | +67.8% | -53.6% | +2.9% |
| 1Y | +19.3% | +267.3% | -248.0% | -3.3% |
| 3Y | +106.7% | +191.2% | -84.5% | +64.1% |
| 5Y | +104.2% | +48.1% | +56.1% | +71.0% |
| All | +104.2% | +46.6% | +57.6% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling