+7,970.4%
STLD vs VICR
+852.0%
+7,118.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.0% |
| 7D | -4.7% | -9.7% | +5.0% | -2.8% |
| 30D | -0.9% | -39.2% | +38.3% | +9.4% |
| 3M | -11.9% | -22.6% | +10.7% | -9.6% |
| 6M | +0.9% | -37.0% | +37.9% | +3.8% |
| YTD | +40.4% | +47.5% | -7.1% | +13.9% |
| 1Y | +56.6% | +75.0% | -18.4% | +21.5% |
| 3Y | +125.5% | +343.0% | -217.5% | +25.1% |
| 5Y | +292.8% | +3.9% | +288.9% | +171.2% |
| 10Y | +787.1% | +1,034.6% | -247.5% | +178.2% |
| All | +7,970.4% | +852.0% | +7,118.5% | +1,632.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling