-6.3%
SLB vs VICR
-40.0%
+33.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.8% | +2.0% |
| 7D | -1.2% | +5.7% | -6.8% | -1.4% |
| 30D | +4.5% | -35.2% | +39.7% | +4.7% |
| 3M | -4.6% | -20.3% | +15.7% | -4.5% |
| 6M | -6.3% | -46.3% | +40.0% | -6.3% |
| All | -6.3% | -40.0% | +33.7% | -6.3% |
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