+1,521.9%
VICR vs SNY
+67.2%
+1,454.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.0% |
| 7D | -2.0% | -2.1% | 0.0% | -1.5% |
| 30D | -21.3% | -0.9% | -20.4% | -21.2% |
| 3M | -39.2% | -2.1% | -37.1% | -39.3% |
| 6M | +7.0% | +4.9% | +2.2% | +4.2% |
| YTD | +68.5% | -5.6% | +74.2% | +69.3% |
| 1Y | +263.9% | -2.8% | +266.6% | +261.1% |
| 3Y | +206.4% | -8.7% | +215.1% | +198.6% |
| 5Y | +46.0% | +11.2% | +34.8% | +22.7% |
| 10Y | +1,521.9% | +66.5% | +1,455.3% | +1,051.4% |
| All | +1,521.9% | +67.2% | +1,454.7% | +1,051.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling