+1,601.7%
VICR vs SSNC
+173.6%
+1,428.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.7% | +9.4% | +10.0% |
| 7D | +5.0% | -4.0% | +9.0% | +7.9% |
| 30D | -12.5% | +0.5% | -13.0% | -13.3% |
| 3M | -33.6% | +18.9% | -52.5% | -43.4% |
| 6M | +10.7% | +10.8% | -0.2% | -2.4% |
| YTD | +80.6% | -7.1% | +87.7% | +80.4% |
| 1Y | +288.4% | -9.6% | +298.0% | +293.8% |
| 3Y | +213.8% | +51.1% | +162.7% | +112.7% |
| 5Y | +58.8% | +19.7% | +39.2% | +29.6% |
| All | +1,601.7% | +173.6% | +1,428.2% | +774.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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