+559.2%
SPYG vs VICR
+286.3%
+272.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.5% |
| 7D | +0.3% | +1.3% | -0.9% | 0.0% |
| 30D | -1.7% | -11.9% | +10.3% | 0.0% |
| 3M | +3.6% | -35.1% | +38.8% | +9.6% |
| 6M | +16.6% | +8.1% | +8.5% | +9.8% |
| YTD | +13.4% | +67.8% | -54.4% | -2.5% |
| 1Y | +19.6% | +267.3% | -247.7% | -12.2% |
| 3Y | +99.8% | +191.2% | -91.4% | +43.0% |
| 5Y | +85.0% | +48.1% | +36.9% | +37.3% |
| 10Y | +422.1% | +1,546.1% | -1,124.0% | +123.4% |
| All | +559.2% | +286.3% | +272.8% | +119.8% |
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