+4.9%
SPGI vs VICR
+54.1%
-49.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.3% |
| 7D | -2.5% | +9.8% | -12.3% | -3.0% |
| 30D | +5.4% | -12.6% | +18.0% | +6.0% |
| 3M | +9.0% | -29.7% | +38.7% | +10.1% |
| 6M | +0.8% | +18.8% | -18.1% | -4.2% |
| YTD | -12.6% | +76.4% | -89.0% | -20.3% |
| 1Y | -16.1% | +282.4% | -298.5% | -29.6% |
| 3Y | +19.0% | +206.2% | -187.2% | -1.9% |
| All | +4.9% | +54.1% | -49.3% | -10.6% |
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 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