+191.5%
VICR vs SBAC
-8.7%
+200.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -5.0% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -11.9% | +3.9% | -15.8% | -11.7% |
| 3M | -35.1% | -8.2% | -27.0% | -35.0% |
| 6M | +8.1% | -2.8% | +10.9% | +8.5% |
| YTD | +67.8% | -1.5% | +69.3% | +68.4% |
| 1Y | +267.3% | 0.0% | +267.3% | +268.7% |
| All | +191.5% | -8.7% | +200.3% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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