-1.7%
VICR vs SPY
+72.1%
-73.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -2.7% |
| 7D | +8.3% | +2.6% | +5.7% | +3.3% |
| 30D | -35.2% | -2.0% | -33.2% | -31.2% |
| 3M | -29.8% | -2.8% | -27.0% | -23.9% |
| 6M | -48.6% | +2.1% | -50.7% | -48.3% |
| YTD | +45.1% | +11.5% | +33.6% | +27.5% |
| 1Y | +79.6% | +13.5% | +66.1% | +53.1% |
| 3Y | +335.4% | +77.7% | +257.7% | +75.5% |
| All | -1.7% | +72.1% | -73.8% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling