+13.7%
SPGI vs VICR
-1.1%
+14.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.2% |
| 7D | +1.2% | +8.3% | -7.0% | +0.8% |
| 30D | +15.9% | -35.2% | +51.1% | +17.9% |
| 3M | +12.3% | -29.8% | +42.1% | +13.1% |
| 6M | +23.7% | -48.6% | +72.3% | +25.4% |
| YTD | -3.5% | +45.1% | -48.7% | -12.1% |
| 1Y | +0.4% | +79.6% | -79.1% | -10.4% |
| 3Y | +29.9% | +335.4% | -305.5% | +0.7% |
| All | +13.7% | -1.1% | +14.8% | +3.5% |
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