+591.3%
SEI vs VICR
+209.3%
+382.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.2% | -6.1% | +1.0% |
| 7D | +22.6% | +5.0% | +17.6% | +20.3% |
| 30D | +9.1% | -12.5% | +21.6% | +14.3% |
| 3M | -11.3% | -33.6% | +22.3% | +1.3% |
| 6M | +22.0% | +10.7% | +11.4% | +11.4% |
| YTD | +47.3% | +80.6% | -33.3% | +12.0% |
| 1Y | +124.8% | +288.4% | -163.6% | +25.1% |
| 3Y | +591.3% | +213.8% | +377.5% | +289.5% |
| All | +591.3% | +209.3% | +382.0% | +289.5% |
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 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