+553.4%
SE vs VICR
+740.4%
-187.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.2% | -12.5% | -3.6% |
| 7D | -5.2% | +5.0% | -10.2% | -6.3% |
| 30D | -17.1% | -12.5% | -4.6% | -15.4% |
| 3M | +24.0% | -33.6% | +57.6% | +30.5% |
| 6M | +21.0% | +10.7% | +10.3% | +9.7% |
| YTD | -16.7% | +80.6% | -97.3% | -33.7% |
| 1Y | -45.9% | +288.4% | -334.3% | -65.2% |
| 3Y | +177.8% | +213.8% | -36.0% | +72.1% |
| 5Y | -67.4% | +58.8% | -126.2% | -78.3% |
| All | +553.4% | +740.4% | -187.0% | +224.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling