+8,153.7%
STLD vs VICR
+1,010.2%
+7,143.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.9% |
| 7D | +3.1% | +0.4% | +2.7% | +2.9% |
| 30D | -9.0% | -13.9% | +4.9% | -6.2% |
| 3M | -12.4% | -38.4% | +26.0% | -4.9% |
| 6M | +25.5% | -7.2% | +32.7% | +19.4% |
| YTD | +43.6% | +72.0% | -28.4% | +15.9% |
| 1Y | +87.2% | +263.3% | -176.1% | +22.5% |
| 3Y | +135.2% | +173.3% | -38.0% | +50.3% |
| 5Y | +290.9% | +47.3% | +243.6% | +154.2% |
| 10Y | +1,113.5% | +1,495.2% | -381.7% | +258.9% |
| All | +8,153.7% | +1,010.2% | +7,143.5% | +1,662.2% |
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