+2,191.5%
VICR vs SPY
+3,074.3%
-882.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +3.4% |
| 7D | +9.8% | +0.5% | +9.3% | +8.9% |
| 30D | -12.6% | -0.9% | -11.7% | -11.3% |
| 3M | -29.7% | +3.9% | -33.6% | -32.9% |
| 6M | +18.8% | +14.5% | +4.3% | +0.9% |
| YTD | +76.4% | +12.9% | +63.5% | +53.8% |
| 1Y | +282.4% | +19.4% | +263.0% | +208.9% |
| 3Y | +206.2% | +78.5% | +127.7% | +43.6% |
| 5Y | +53.9% | +81.8% | -27.8% | -25.7% |
| 10Y | +1,572.3% | +311.5% | +1,260.8% | +169.4% |
| All | +2,191.5% | +3,074.3% | -882.8% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling