+219.5%
SLV vs VICR
+702.1%
-482.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.9% |
| 7D | -5.8% | +8.3% | -14.1% | -6.5% |
| 30D | -12.1% | -35.2% | +23.0% | -9.4% |
| 3M | -24.1% | -29.8% | +5.7% | -22.7% |
| 6M | -44.4% | -48.6% | +4.2% | -42.4% |
| YTD | -31.5% | +45.1% | -76.6% | -34.9% |
| 1Y | -6.9% | +79.6% | -86.5% | -12.9% |
| 3Y | +116.0% | +335.4% | -219.4% | +83.9% |
| 5Y | +88.4% | -1.0% | +89.4% | +71.6% |
| 10Y | +167.9% | +993.1% | -825.2% | +95.2% |
| All | +219.5% | +702.1% | -482.6% | +104.7% |
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