+14,860.5%
SPGI vs VICR
+12,032.5%
+2,828.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.0% | -2.3% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +8.4% | -13.9% | +22.3% | +9.9% |
| 3M | +11.8% | -38.4% | +50.2% | +16.3% |
| 6M | +5.7% | -7.2% | +12.9% | +1.7% |
| YTD | -9.7% | +72.0% | -81.7% | -20.6% |
| 1Y | -12.5% | +263.3% | -275.8% | -31.4% |
| 3Y | +21.8% | +173.3% | -151.4% | -6.2% |
| 5Y | +8.2% | +47.3% | -39.1% | -15.1% |
| 10Y | +309.5% | +1,495.2% | -1,185.7% | +118.0% |
| All | +14,860.5% | +12,032.5% | +2,828.0% | +5,440.3% |
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