+8.3%
SYY vs VICR
+76.0%
-67.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -11.1% | +15.0% | +3.8% |
| 7D | -6.3% | -26.6% | +20.2% | -6.4% |
| 30D | +0.7% | -47.9% | +48.7% | +0.8% |
| 3M | -6.4% | -29.8% | +23.4% | -6.7% |
| 6M | +7.6% | -36.6% | +44.2% | +5.4% |
| YTD | +7.4% | +45.1% | -37.7% | +3.2% |
| 1Y | +8.3% | +80.0% | -71.7% | +6.3% |
| All | +8.3% | +76.0% | -67.7% | +6.3% |
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