+191.5%
VICR vs SPY
+76.5%
+115.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -3.9% |
| 7D | +1.3% | -0.4% | +1.6% | +1.9% |
| 30D | -11.9% | -1.4% | -10.6% | -9.3% |
| 3M | -35.1% | +3.7% | -38.8% | -39.2% |
| 6M | +8.1% | +13.0% | -4.9% | -12.0% |
| YTD | +67.8% | +12.4% | +55.4% | +38.8% |
| 1Y | +267.3% | +18.5% | +248.8% | +178.1% |
| All | +191.5% | +76.5% | +115.0% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling