+60.1%
STLD vs VICR
+76.0%
-15.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.1% | +8.1% | -1.7% |
| 7D | -3.9% | -26.6% | +22.6% | -0.6% |
| 30D | -0.4% | -47.9% | +47.6% | +7.0% |
| 3M | -9.2% | -29.8% | +20.6% | -6.6% |
| 6M | +5.0% | -36.6% | +41.6% | +6.1% |
| YTD | +42.8% | +45.1% | -2.3% | +27.2% |
| 1Y | +60.1% | +80.0% | -20.0% | +34.7% |
| All | +60.1% | +76.0% | -15.9% | +34.7% |
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 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