+5.2%
SSPC vs VICR
-50.9%
+56.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -11.1% | +18.9% | +3.8% |
| 7D | +11.8% | -26.6% | +38.4% | +1.2% |
| 30D | +44.7% | -47.9% | +92.7% | +21.8% |
| 3M | -40.7% | -29.8% | -10.9% | -43.3% |
| All | +5.2% | -50.9% | +56.1% | +1.9% |
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 · Available span rolling