-39.7%
STLA vs VICR
+253.2%
-292.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | -3.8% | -0.4% | -3.4% | -3.8% |
| 30D | -3.1% | -15.6% | +12.4% | -2.6% |
| 3M | -19.6% | -35.4% | +15.7% | -18.0% |
| 6M | -23.5% | +1.3% | -24.8% | -25.3% |
| YTD | -51.5% | +62.5% | -114.0% | -54.0% |
| 1Y | -39.7% | +255.5% | -295.1% | -48.6% |
| All | -39.7% | +253.2% | -292.9% | -48.6% |
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 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