+2,037.8%
STM vs VICR
+1,392.5%
+645.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.5% |
| 7D | +12.0% | +8.3% | +3.7% | +9.5% |
| 30D | -0.4% | -35.2% | +34.8% | +11.3% |
| 3M | -13.2% | -29.8% | +16.6% | -6.5% |
| 6M | -26.1% | -48.6% | +22.5% | -15.1% |
| YTD | +81.2% | +45.1% | +36.1% | +51.5% |
| 1Y | +98.3% | +79.6% | +18.8% | +56.2% |
| 3Y | +16.7% | +335.4% | -318.7% | -35.1% |
| 5Y | -4.8% | -1.0% | -3.8% | -30.2% |
| 10Y | +468.8% | +993.1% | -524.3% | +96.2% |
| All | +2,037.8% | +1,392.5% | +645.3% | +338.5% |
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 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