+28.9%
SYY vs VICR
+209.3%
-180.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | +0.9% |
| 7D | +3.9% | +5.0% | -1.0% | +3.9% |
| 30D | -1.7% | -12.5% | +10.7% | -1.6% |
| 3M | +5.2% | -33.6% | +38.8% | +5.6% |
| 6M | -0.2% | +10.7% | -10.9% | -2.0% |
| YTD | +15.4% | +80.6% | -65.2% | +12.4% |
| 1Y | +5.6% | +288.4% | -282.8% | +1.3% |
| 3Y | +28.9% | +213.8% | -184.9% | +25.8% |
| All | +28.9% | +209.3% | -180.4% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling