-7.8%
SRE vs VICR
+14.5%
-22.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.5% |
| 7D | +1.5% | +1.3% | +0.2% | +1.5% |
| 30D | +0.8% | -11.9% | +12.8% | +0.9% |
| 3M | -5.8% | -35.1% | +29.4% | -6.0% |
| 6M | -7.8% | +8.1% | -15.9% | -11.4% |
| All | -7.8% | +14.5% | -22.3% | -11.4% |
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