+563.4%
SPMO vs VICR
+1,650.7%
-1,087.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.3% | -1.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | -0.7% | -15.6% | +14.9% | +1.4% |
| 3M | +2.8% | -35.4% | +38.2% | +8.2% |
| 6M | +24.4% | +1.3% | +23.2% | +21.5% |
| YTD | +24.2% | +62.5% | -38.3% | +13.0% |
| 1Y | +24.5% | +255.5% | -231.0% | +0.7% |
| 3Y | +155.6% | +182.0% | -26.4% | +103.3% |
| 5Y | +148.2% | +42.9% | +105.3% | +103.9% |
| 10Y | +514.8% | +1,494.0% | -979.2% | +290.3% |
| All | +563.4% | +1,650.7% | -1,087.4% | +315.6% |
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 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