-100.0%
SPXU vs VICR
+2,731.6%
-2,831.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +0.5% |
| 7D | +6.4% | -0.4% | +6.8% | +6.3% |
| 30D | +5.9% | -15.6% | +21.5% | -0.6% |
| 3M | -11.7% | -35.4% | +23.7% | -23.2% |
| 6M | -28.7% | +1.3% | -30.0% | -18.7% |
| YTD | -26.4% | +62.5% | -88.8% | +6.6% |
| 1Y | -35.2% | +255.5% | -290.7% | +38.5% |
| 3Y | -79.8% | +182.0% | -261.8% | -50.8% |
| 5Y | -86.1% | +42.9% | -129.0% | -66.5% |
| 10Y | -99.5% | +1,494.0% | -1,593.5% | -93.1% |
| All | -100.0% | +2,731.6% | -2,831.6% | -99.7% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling