+43,736.0%
SCHW vs VICR
+11,356.8%
+32,379.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.4% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | -0.1% | -15.6% | +15.5% | +2.9% |
| 3M | +20.6% | -35.4% | +56.0% | +28.1% |
| 6M | +15.9% | +1.3% | +14.7% | +6.8% |
| YTD | +8.5% | +62.5% | -54.0% | -11.6% |
| 1Y | +17.8% | +255.5% | -237.6% | -21.5% |
| 3Y | +88.5% | +182.0% | -93.5% | +19.8% |
| 5Y | +60.6% | +42.9% | +17.7% | +5.4% |
| 10Y | +298.0% | +1,494.0% | -1,196.0% | +25.6% |
| All | +43,736.0% | +11,356.8% | +32,379.2% | +6,548.7% |
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