+288.4%
VICR vs SARO
-10.7%
+299.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.6% | +9.5% | +9.8% |
| 7D | +5.0% | -3.1% | +8.1% | +7.8% |
| 30D | -12.5% | -12.2% | -0.2% | -2.6% |
| 3M | -33.6% | -7.4% | -26.2% | -30.1% |
| 6M | +10.7% | -15.3% | +25.9% | +22.9% |
| YTD | +80.6% | -16.2% | +96.8% | +99.8% |
| 1Y | +288.4% | -12.1% | +300.5% | +308.2% |
| All | +288.4% | -10.7% | +299.0% | +308.2% |
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