+655.9%
STM vs VICR
+1,679.8%
-1,023.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.2% | -9.6% | -1.6% |
| 7D | -1.4% | +5.0% | -6.4% | -3.0% |
| 30D | -4.9% | -12.5% | +7.5% | -1.8% |
| 3M | -34.0% | -33.6% | -0.4% | -27.4% |
| 6M | +51.8% | +10.7% | +41.2% | +41.3% |
| YTD | +99.4% | +80.6% | +18.8% | +59.4% |
| 1Y | +99.1% | +288.4% | -189.3% | +23.9% |
| 3Y | +19.5% | +213.8% | -194.3% | -28.1% |
| 5Y | +19.5% | +58.8% | -39.4% | -22.1% |
| All | +655.9% | +1,679.8% | -1,023.9% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling