+775.9%
STLD vs VICR
+1,039.7%
-263.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +0.5% |
| 7D | -0.5% | +5.7% | -6.1% | -1.6% |
| 30D | -0.1% | -35.2% | +35.1% | +6.2% |
| 3M | -9.2% | -20.3% | +11.1% | -7.8% |
| 6M | +1.8% | -46.3% | +48.0% | +7.6% |
| YTD | +42.1% | +53.4% | -11.2% | +21.5% |
| 1Y | +58.5% | +81.6% | -23.1% | +31.3% |
| 3Y | +128.2% | +360.5% | -232.3% | +47.8% |
| 5Y | +288.2% | +4.4% | +283.8% | +209.7% |
| All | +775.9% | +1,039.7% | -263.7% | +280.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling