+292.9%
STLD vs VICR
+54.1%
+238.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.0% |
| 7D | +2.7% | +9.8% | -7.2% | +1.4% |
| 30D | -8.4% | -12.6% | +4.2% | -7.1% |
| 3M | -9.9% | -29.7% | +19.8% | -7.3% |
| 6M | +33.0% | +18.8% | +14.2% | +25.9% |
| YTD | +42.6% | +76.4% | -33.8% | +27.5% |
| 1Y | +80.8% | +282.4% | -201.6% | +44.5% |
| 3Y | +143.4% | +206.2% | -62.8% | +90.5% |
| All | +292.9% | +54.1% | +238.7% | +215.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling