+280.4%
SHW vs VICR
+1,679.8%
-1,399.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.2% | -9.3% | +0.6% |
| 7D | -3.1% | +5.0% | -8.1% | -3.7% |
| 30D | -10.0% | -12.5% | +2.4% | -9.0% |
| 3M | +2.3% | -33.6% | +35.9% | +5.4% |
| 6M | +0.7% | +10.7% | -10.0% | -4.5% |
| YTD | +0.5% | +80.6% | -80.1% | -11.2% |
| 1Y | -11.5% | +288.4% | -299.8% | -30.2% |
| 3Y | +21.3% | +213.8% | -192.5% | -6.8% |
| 5Y | +12.5% | +58.8% | -46.3% | -10.7% |
| All | +280.4% | +1,679.8% | -1,399.3% | +120.5% |
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