-19.9%
SIRI vs VICR
+1,536.7%
-1,556.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.8% |
| 7D | -3.0% | -0.4% | -2.6% | -3.0% |
| 30D | +1.3% | -15.6% | +16.9% | +3.9% |
| 3M | +5.6% | -35.4% | +41.0% | +11.3% |
| 6M | +35.2% | +1.3% | +33.9% | +27.5% |
| YTD | +49.1% | +62.5% | -13.4% | +26.9% |
| 1Y | +26.8% | +255.5% | -228.7% | -8.6% |
| 3Y | -23.7% | +182.0% | -205.7% | -46.3% |
| 5Y | -41.8% | +42.9% | -84.7% | -58.2% |
| 10Y | -11.3% | +1,494.0% | -1,505.3% | -65.6% |
| All | -19.9% | +1,536.7% | -1,556.6% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling