+1,122.7%
STLD vs VICR
+1,508.7%
-386.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.0% | +1.0% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | -10.4% | -11.9% | +1.6% | -8.7% |
| 3M | -10.6% | -35.1% | +24.6% | -5.8% |
| 6M | +32.7% | +8.1% | +24.6% | +24.7% |
| YTD | +42.8% | +67.8% | -25.0% | +22.6% |
| 1Y | +86.9% | +267.3% | -180.4% | +36.5% |
| 3Y | +143.8% | +191.2% | -47.4% | +73.8% |
| 5Y | +293.5% | +48.1% | +245.4% | +193.8% |
| 10Y | +1,122.7% | +1,546.1% | -423.4% | +379.2% |
| All | +1,122.7% | +1,508.7% | -386.0% | +379.2% |
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