-19.4%
SE vs VICR
-48.2%
+28.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.6% | +1.2% |
| 7D | -0.5% | +8.3% | -8.8% | -0.7% |
| 30D | -20.9% | -35.2% | +14.2% | -20.7% |
| 3M | -38.9% | -29.8% | -9.1% | -38.6% |
| 6M | -19.4% | -48.6% | +29.2% | -19.6% |
| All | -19.4% | -48.2% | +28.8% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling