+5,256.9%
SPG vs VICR
+1,808.5%
+3,448.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -6.8% | -13.9% | +7.1% | -5.2% |
| 3M | +2.7% | -38.4% | +41.1% | +7.8% |
| 6M | +5.5% | -7.2% | +12.7% | +1.4% |
| YTD | +15.7% | +72.0% | -56.3% | +0.1% |
| 1Y | +20.9% | +263.3% | -242.4% | -8.5% |
| 3Y | +112.4% | +173.3% | -60.9% | +58.1% |
| 5Y | +101.4% | +47.3% | +54.0% | +53.3% |
| 10Y | +60.6% | +1,495.2% | -1,434.5% | -22.7% |
| All | +5,256.9% | +1,808.5% | +3,448.4% | +1,966.6% |
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