+180.6%
SLV vs VICR
+202.1%
-21.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | +2.5% | +9.8% | -7.3% | +1.2% |
| 30D | +3.3% | -12.6% | +15.9% | +4.6% |
| 3M | -3.6% | -29.7% | +26.1% | -0.7% |
| 6M | -21.8% | +18.8% | -40.7% | -25.1% |
| YTD | -7.8% | +76.4% | -84.2% | -14.6% |
| 1Y | +58.3% | +282.4% | -224.1% | +39.4% |
| All | +180.6% | +202.1% | -21.5% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling