+252.7%
STLA vs VICR
+1,671.6%
-1,419.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.5% |
| 7D | +0.7% | +9.8% | -9.1% | -0.9% |
| 30D | -2.4% | -12.6% | +10.2% | -0.9% |
| 3M | -23.9% | -29.7% | +5.8% | -21.2% |
| 6M | -24.6% | +18.8% | -43.5% | -30.5% |
| YTD | -50.5% | +76.4% | -126.9% | -58.1% |
| 1Y | -39.8% | +282.4% | -322.2% | -56.5% |
| 3Y | -65.6% | +206.2% | -271.8% | -75.7% |
| 5Y | -62.1% | +53.9% | -116.0% | -72.1% |
| 10Y | +47.8% | +1,572.3% | -1,524.5% | -31.9% |
| All | +252.7% | +1,671.6% | -1,419.0% | +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 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