+292.8%
STLD vs VICR
+3.5%
+289.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +3.9% |
| 7D | -4.7% | -9.7% | +5.0% | -3.6% |
| 30D | -0.9% | -39.2% | +38.3% | +4.4% |
| 3M | -11.9% | -22.6% | +10.7% | -10.5% |
| 6M | +0.9% | -37.0% | +37.9% | +2.8% |
| YTD | +40.4% | +47.5% | -7.1% | +26.8% |
| 1Y | +56.6% | +75.0% | -18.4% | +38.3% |
| 3Y | +125.5% | +343.0% | -217.5% | +70.0% |
| 5Y | +292.8% | +3.9% | +288.9% | +217.5% |
| All | +292.8% | +3.5% | +289.3% | +217.5% |
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