+22.5%
STM vs VICR
+53.8%
-31.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | +5.2% | +9.8% | -4.6% | +2.7% |
| 30D | -7.4% | -12.6% | +5.2% | -4.6% |
| 3M | -30.6% | -29.7% | -0.9% | -25.4% |
| 6M | +66.4% | +18.8% | +47.5% | +55.5% |
| YTD | +101.1% | +76.4% | +24.8% | +69.6% |
| 1Y | +97.4% | +282.4% | -185.0% | +35.1% |
| 3Y | +21.1% | +206.2% | -185.0% | -19.1% |
| 5Y | +22.5% | +53.9% | -31.4% | -13.7% |
| All | +22.5% | +53.8% | -31.3% | -13.7% |
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 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