+19.1%
SHW vs VICR
+178.2%
-159.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -4.5% | -0.4% | -4.1% | -4.5% |
| 30D | -12.7% | -15.6% | +2.9% | -12.0% |
| 3M | +4.7% | -35.4% | +40.1% | +6.5% |
| 6M | -3.4% | +1.3% | -4.7% | -6.6% |
| YTD | -1.3% | +62.5% | -63.8% | -8.3% |
| 1Y | -10.4% | +255.5% | -265.8% | -22.6% |
| All | +19.1% | +178.2% | -159.1% | +1.0% |
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