+769.0%
STLD vs VICR
+1,016.5%
-247.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | +6.9% | +21.9% | -15.0% | +3.2% |
| 30D | -1.5% | -38.4% | +36.9% | +5.6% |
| 3M | -9.7% | -27.2% | +17.5% | -6.9% |
| 6M | +2.3% | -43.7% | +46.0% | +7.3% |
| YTD | +41.0% | +50.3% | -9.2% | +21.0% |
| 1Y | +51.8% | +74.6% | -22.7% | +26.6% |
| 3Y | +126.4% | +351.2% | -224.8% | +47.1% |
| 5Y | +285.7% | +2.5% | +283.2% | +208.6% |
| All | +769.0% | +1,016.5% | -247.5% | +278.6% |
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 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