+343.3%
SPGI vs VICR
+978.3%
-635.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.4% |
| 7D | +1.2% | +8.3% | -7.0% | +0.4% |
| 30D | +15.9% | -35.2% | +51.1% | +19.9% |
| 3M | +12.3% | -29.8% | +42.1% | +14.0% |
| 6M | +23.7% | -48.6% | +72.3% | +27.2% |
| YTD | -3.5% | +45.1% | -48.7% | -15.9% |
| 1Y | +0.4% | +79.6% | -79.1% | -15.1% |
| 3Y | +29.9% | +335.4% | -305.5% | -10.6% |
| 5Y | +15.2% | -1.0% | +16.2% | -5.1% |
| All | +343.3% | +978.3% | -635.0% | +132.2% |
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