-52.6%
STLA vs VICR
+76.0%
-128.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -11.1% | +14.9% | +4.4% |
| 7D | -0.6% | -26.6% | +25.9% | +1.1% |
| 30D | +3.6% | -47.9% | +51.5% | +7.4% |
| 3M | -20.6% | -29.8% | +9.1% | -19.8% |
| 6M | -34.3% | -36.6% | +2.3% | -33.6% |
| YTD | -57.3% | +45.1% | -102.4% | -60.9% |
| 1Y | -52.6% | +80.0% | -132.7% | -60.2% |
| All | -52.6% | +76.0% | -128.6% | -60.2% |
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