+1,553.2%
VICR vs SHAK
+31.3%
+1,521.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.6% |
| 7D | -0.4% | -11.0% | +10.6% | +2.9% |
| 30D | -15.6% | -14.0% | -1.5% | -12.0% |
| 3M | -35.4% | +13.3% | -48.6% | -38.7% |
| 6M | +1.3% | -35.3% | +36.6% | +11.6% |
| YTD | +62.5% | -24.0% | +86.4% | +70.1% |
| 1Y | +255.5% | -36.7% | +292.2% | +290.4% |
| 3Y | +182.0% | -5.4% | +187.4% | +165.1% |
| 5Y | +42.9% | -24.9% | +67.8% | +36.4% |
| 10Y | +1,494.0% | +79.6% | +1,414.4% | +1,069.6% |
| All | +1,553.2% | +31.3% | +1,521.9% | +1,017.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling