-100.0%
SPXS vs VICR
+4,005.2%
-4,105.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.3% | -0.8% |
| 7D | +1.2% | +1.3% | 0.0% | +1.9% |
| 30D | +5.2% | -11.9% | +17.1% | -0.1% |
| 3M | -9.2% | -35.1% | +26.0% | -22.1% |
| 6M | -29.6% | +8.1% | -37.7% | -16.7% |
| YTD | -27.6% | +67.8% | -95.4% | +9.3% |
| 1Y | -36.7% | +267.3% | -304.0% | +46.0% |
| 3Y | -79.8% | +191.2% | -271.0% | -46.9% |
| 5Y | -85.9% | +48.1% | -133.9% | -63.9% |
| 10Y | -99.5% | +1,546.1% | -1,645.7% | -91.1% |
| All | -100.0% | +4,005.2% | -4,105.2% | -99.6% |
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