+21.1%
STM vs VICR
+201.6%
-180.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.2% |
| 7D | +5.2% | +9.8% | -4.6% | +2.6% |
| 30D | -7.4% | -12.6% | +5.2% | -4.4% |
| 3M | -30.6% | -29.7% | -0.9% | -25.1% |
| 6M | +66.4% | +18.8% | +47.5% | +56.1% |
| YTD | +101.1% | +76.4% | +24.8% | +70.9% |
| 1Y | +97.4% | +282.4% | -185.0% | +35.5% |
| 3Y | +21.1% | +206.2% | -185.0% | -18.5% |
| All | +21.1% | +201.6% | -180.5% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling