-63.2%
STLA vs VICR
+46.6%
-109.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | -5.2% | -11.9% | +6.7% | -4.1% |
| 3M | -24.9% | -35.1% | +10.3% | -21.6% |
| 6M | -25.2% | +8.1% | -33.3% | -29.7% |
| YTD | -51.4% | +67.8% | -119.2% | -58.2% |
| 1Y | -40.7% | +267.3% | -308.0% | -56.3% |
| 3Y | -66.3% | +191.2% | -257.5% | -75.6% |
| 5Y | -63.2% | +48.1% | -111.3% | -74.6% |
| All | -63.2% | +46.6% | -109.8% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling