+10.3%
SLV vs VICR
+76.0%
-65.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.1% | +16.3% | +7.4% |
| 7D | -3.9% | -26.6% | +22.7% | +2.1% |
| 30D | -14.5% | -47.9% | +33.5% | -3.0% |
| 3M | -12.4% | -29.8% | +17.4% | -8.5% |
| 6M | -28.5% | -36.6% | +8.2% | -27.6% |
| YTD | -26.8% | +45.1% | -71.9% | -47.0% |
| 1Y | +10.3% | +80.0% | -69.7% | -25.5% |
| All | +10.3% | +76.0% | -65.6% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling