+157.1%
SPMO vs VICR
+209.3%
-52.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -1.1% |
| 7D | -0.9% | +5.0% | -5.9% | -1.8% |
| 30D | -1.9% | -12.5% | +10.6% | -0.3% |
| 3M | -1.4% | -33.6% | +32.2% | +3.5% |
| 6M | +25.5% | +10.7% | +14.8% | +21.5% |
| YTD | +24.8% | +80.6% | -55.7% | +13.0% |
| 1Y | +24.5% | +288.4% | -263.9% | +0.8% |
| 3Y | +157.1% | +213.8% | -56.7% | +109.7% |
| All | +157.1% | +209.3% | -52.1% | +109.7% |
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