+7,741.8%
STLD vs VICR
+836.5%
+6,905.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.4% |
| 7D | +2.9% | +8.3% | -5.4% | +0.9% |
| 30D | -5.6% | -35.2% | +29.6% | +2.9% |
| 3M | -11.7% | -29.8% | +18.1% | -7.3% |
| 6M | -2.8% | -48.6% | +45.8% | +5.8% |
| YTD | +36.4% | +45.1% | -8.7% | +11.1% |
| 1Y | +50.0% | +79.6% | -29.6% | +15.7% |
| 3Y | +122.3% | +335.4% | -213.1% | +23.8% |
| 5Y | +273.2% | -1.0% | +274.2% | +160.9% |
| 10Y | +763.8% | +993.1% | -229.3% | +173.5% |
| All | +7,741.8% | +836.5% | +6,905.3% | +1,589.4% |
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