+11.2%
SPYG vs VICR
+76.0%
-64.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.1% | +12.4% | +2.4% |
| 7D | -2.8% | -26.6% | +23.8% | +0.3% |
| 30D | -6.2% | -47.9% | +41.8% | -0.2% |
| 3M | -3.6% | -29.8% | +26.2% | -1.3% |
| 6M | +4.8% | -36.6% | +41.4% | +6.3% |
| YTD | +11.0% | +45.1% | -34.2% | -1.6% |
| 1Y | +11.2% | +80.0% | -68.8% | -7.0% |
| All | +11.2% | +76.0% | -64.7% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling