-5.4%
STM vs VICR
+1.5%
-6.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +1.0% |
| 7D | +16.3% | +21.9% | -5.6% | +10.5% |
| 30D | -6.3% | -38.4% | +32.1% | +4.9% |
| 3M | -14.1% | -27.2% | +13.1% | -8.8% |
| 6M | -19.6% | -43.7% | +24.1% | -10.6% |
| YTD | +80.1% | +50.3% | +29.9% | +55.6% |
| 1Y | +95.4% | +74.6% | +20.8% | +62.8% |
| 3Y | +14.7% | +351.2% | -336.5% | -29.9% |
| 5Y | -5.4% | +2.5% | -7.9% | -32.9% |
| All | -5.4% | +1.5% | -6.9% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling