+143.4%
STLD vs VICR
+201.6%
-58.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.1% |
| 7D | +2.7% | +9.8% | -7.2% | +1.3% |
| 30D | -8.4% | -12.6% | +4.2% | -6.9% |
| 3M | -9.9% | -29.7% | +19.8% | -7.0% |
| 6M | +33.0% | +18.8% | +14.2% | +24.2% |
| YTD | +42.6% | +76.4% | -33.8% | +24.4% |
| 1Y | +80.8% | +282.4% | -201.6% | +37.1% |
| 3Y | +143.4% | +206.2% | -62.8% | +90.6% |
| All | +143.4% | +201.6% | -58.2% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling