+42.4%
VICR vs SARO
-6.5%
+48.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.6% | -13.5% | -14.2% |
| 7D | -34.6% | +6.3% | -41.0% | -37.1% |
| 30D | -54.9% | +20.8% | -75.7% | -60.3% |
| 3M | -38.3% | -18.4% | -19.9% | -26.4% |
| 6M | -49.2% | +0.8% | -50.0% | -49.9% |
| YTD | +23.3% | -11.8% | +35.1% | +30.3% |
| 1Y | +42.4% | -7.3% | +49.7% | +45.5% |
| All | +42.4% | -6.5% | +48.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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