+648.8%
SEI vs VICR
+917.4%
-268.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -2.0% | -4.5% |
| 7D | +20.7% | -0.4% | +21.0% | +20.8% |
| 30D | +9.1% | -15.6% | +24.7% | +13.6% |
| 3M | -6.0% | -35.4% | +29.4% | +4.0% |
| 6M | +18.9% | +1.3% | +17.7% | +16.3% |
| YTD | +40.1% | +62.5% | -22.3% | +23.5% |
| 1Y | +120.6% | +255.5% | -134.8% | +62.5% |
| 3Y | +562.1% | +182.0% | +380.2% | +393.8% |
| 5Y | +954.5% | +42.9% | +911.6% | +717.9% |
| All | +648.8% | +917.4% | -268.7% | +270.8% |
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