+19.0%
SPGI vs VICR
+201.6%
-182.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.2% |
| 7D | -2.5% | +9.8% | -12.3% | -2.6% |
| 30D | +5.4% | -12.6% | +18.0% | +5.5% |
| 3M | +9.0% | -29.7% | +38.7% | +8.9% |
| 6M | +0.8% | +18.8% | -18.1% | -2.7% |
| YTD | -12.6% | +76.4% | -89.0% | -17.6% |
| 1Y | -16.1% | +282.4% | -298.5% | -24.7% |
| 3Y | +19.0% | +206.2% | -187.2% | +9.2% |
| All | +19.0% | +201.6% | -182.7% | +9.2% |
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 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