-100.0%
SPXU vs VICR
+2,824.2%
-2,924.2%
-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% | -0.7% |
| 7D | +1.3% | +1.3% | 0.0% | +1.8% |
| 30D | +5.1% | -11.9% | +17.1% | +0.4% |
| 3M | -9.1% | -35.1% | +26.0% | -20.9% |
| 6M | -29.6% | +8.1% | -37.7% | -17.4% |
| YTD | -27.7% | +67.8% | -95.4% | +6.1% |
| 1Y | -37.0% | +267.3% | -304.3% | +36.6% |
| 3Y | -80.2% | +191.2% | -271.4% | -51.1% |
| 5Y | -86.0% | +48.1% | -134.1% | -65.9% |
| 10Y | -99.5% | +1,546.1% | -1,645.6% | -93.1% |
| All | -100.0% | +2,824.2% | -2,924.2% | -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 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