+1,601.7%
VICR vs SPY
+322.5%
+1,279.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.9% | +10.3% | +9.7% |
| 7D | +5.0% | -0.8% | +5.7% | +6.5% |
| 30D | -12.5% | -1.1% | -11.4% | -10.7% |
| 3M | -33.6% | +3.9% | -37.5% | -37.1% |
| 6M | +10.7% | +13.6% | -2.9% | -6.9% |
| YTD | +80.6% | +12.7% | +67.9% | +55.1% |
| 1Y | +288.4% | +17.5% | +270.9% | +213.3% |
| 3Y | +213.8% | +76.9% | +136.9% | +37.2% |
| 5Y | +58.8% | +83.6% | -24.7% | -31.1% |
| All | +1,601.7% | +322.5% | +1,279.3% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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