+184.3%
SE vs VICR
+187.3%
-3.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -3.6% |
| 7D | -3.6% | +1.3% | -4.9% | -3.7% |
| 30D | -5.3% | -11.9% | +6.6% | -4.5% |
| 3M | +28.1% | -35.1% | +63.2% | +31.5% |
| 6M | +20.7% | +8.1% | +12.5% | +14.3% |
| YTD | -14.8% | +67.8% | -82.5% | -24.1% |
| 1Y | -43.6% | +267.3% | -310.9% | -55.3% |
| All | +184.3% | +187.3% | -3.1% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling