+263.3%
VICR vs SHAK
-34.0%
+297.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.3% | +5.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -13.9% | -6.6% | -7.3% | -13.1% |
| 3M | -38.4% | +30.1% | -68.5% | -42.4% |
| 6M | -7.2% | -28.7% | +21.5% | +2.2% |
| YTD | +72.0% | -14.5% | +86.5% | +81.6% |
| 1Y | +263.3% | -31.9% | +295.2% | +310.6% |
| All | +263.3% | -34.0% | +297.3% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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