-99.5%
SPXS vs VICR
+1,679.8%
-1,779.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.2% | -13.6% | +1.9% |
| 7D | +2.5% | +5.0% | -2.5% | +4.8% |
| 30D | +4.2% | -12.5% | +16.7% | -0.1% |
| 3M | -9.3% | -33.6% | +24.3% | -19.2% |
| 6M | -30.7% | +10.7% | -41.4% | -18.4% |
| YTD | -28.1% | +80.6% | -108.6% | +6.5% |
| 1Y | -35.1% | +288.4% | -323.4% | +37.3% |
| 3Y | -79.6% | +213.8% | -293.4% | -50.6% |
| 5Y | -86.3% | +58.8% | -145.1% | -67.3% |
| All | -99.5% | +1,679.8% | -1,779.3% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling