-41.8%
SIRI vs VICR
+57.6%
-99.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.2% | 0.0% |
| 7D | +0.6% | +5.0% | -4.4% | +0.1% |
| 30D | +2.5% | -12.5% | +15.0% | +3.5% |
| 3M | +6.6% | -33.6% | +40.2% | +9.3% |
| 6M | +32.9% | +10.7% | +22.2% | +28.0% |
| YTD | +50.5% | +80.6% | -30.1% | +37.0% |
| 1Y | +28.0% | +288.4% | -260.4% | +6.7% |
| 3Y | -22.4% | +213.8% | -236.2% | -36.7% |
| All | -41.8% | +57.6% | -99.4% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling