-11.3%
SIRI vs VICR
+1,679.8%
-1,691.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.2% | -0.4% |
| 7D | +0.6% | +5.0% | -4.4% | -0.1% |
| 30D | +2.5% | -12.5% | +15.0% | +3.8% |
| 3M | +6.6% | -33.6% | +40.2% | +10.2% |
| 6M | +32.9% | +10.7% | +22.2% | +26.2% |
| YTD | +50.5% | +80.6% | -30.1% | +32.3% |
| 1Y | +28.0% | +288.4% | -260.4% | -0.1% |
| 3Y | -22.4% | +213.8% | -236.2% | -40.6% |
| 5Y | -41.3% | +58.8% | -100.1% | -53.6% |
| All | -11.3% | +1,679.8% | -1,691.1% | -53.0% |
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 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