+1,122.9%
SCHG vs VICR
+2,064.9%
-942.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | -1.0% |
| 7D | -1.0% | +5.0% | -6.0% | -2.0% |
| 30D | -1.3% | -12.5% | +11.2% | +0.4% |
| 3M | +5.4% | -33.6% | +39.0% | +10.4% |
| 6M | +14.4% | +10.7% | +3.7% | +6.8% |
| YTD | +8.0% | +80.6% | -72.5% | -8.6% |
| 1Y | +12.7% | +288.4% | -275.6% | -18.3% |
| 3Y | +85.6% | +213.8% | -128.2% | +30.7% |
| 5Y | +85.5% | +58.8% | +26.7% | +36.2% |
| 10Y | +456.0% | +1,671.8% | -1,215.8% | +137.2% |
| All | +1,122.9% | +2,064.9% | -942.0% | +354.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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