+265.2%
SU vs VICR
+1,679.8%
-1,414.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.3% | -1.2% |
| 7D | +2.2% | +5.0% | -2.7% | +1.7% |
| 30D | +8.4% | -12.5% | +20.9% | +9.5% |
| 3M | +12.1% | -33.6% | +45.7% | +15.0% |
| 6M | +19.7% | +10.7% | +9.0% | +13.6% |
| YTD | +58.4% | +80.6% | -22.2% | +40.5% |
| 1Y | +67.2% | +288.4% | -221.1% | +33.5% |
| 3Y | +125.0% | +213.8% | -88.8% | +75.4% |
| 5Y | +355.1% | +58.8% | +296.2% | +267.2% |
| All | +265.2% | +1,679.8% | -1,414.6% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling