+1,166.6%
VICR vs SBAC
+2,199.0%
-1,032.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +9.8% | -0.1% | +9.9% | +9.8% |
| 30D | -12.6% | +3.2% | -15.8% | -13.4% |
| 3M | -29.7% | -5.1% | -24.6% | -29.4% |
| 6M | +18.8% | -2.1% | +20.9% | +17.3% |
| YTD | +76.4% | -0.5% | +76.9% | +72.7% |
| 1Y | +282.4% | +1.1% | +281.2% | +272.6% |
| 3Y | +206.2% | -7.4% | +213.6% | +198.0% |
| 5Y | +53.9% | -44.3% | +98.2% | +70.8% |
| 10Y | +1,572.3% | +77.6% | +1,494.8% | +1,312.6% |
| All | +1,166.6% | +2,199.0% | -1,032.4% | +548.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling