+47.6%
VICR vs SBAC
-43.8%
+91.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.6% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | -11.9% | +3.9% | -15.8% | -13.1% |
| 3M | -35.1% | -8.2% | -27.0% | -33.8% |
| 6M | +8.1% | -2.8% | +10.9% | +6.6% |
| YTD | +67.8% | -1.5% | +69.3% | +63.3% |
| 1Y | +267.3% | 0.0% | +267.3% | +254.3% |
| 3Y | +191.2% | -8.4% | +199.6% | +170.0% |
| All | +47.6% | -43.8% | +91.3% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling