+3,786.6%
STRL vs VICR
+1,016.5%
+2,770.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +23.4% | +21.9% | +1.5% | +16.6% |
| 30D | -39.5% | -38.4% | -1.1% | -30.2% |
| 3M | -45.1% | -27.2% | -17.9% | -40.2% |
| 6M | -64.6% | -43.7% | -20.9% | -59.0% |
| YTD | -1.5% | +50.3% | -51.8% | -11.8% |
| 1Y | -20.8% | +74.6% | -95.3% | -31.5% |
| 3Y | +353.1% | +351.2% | +1.9% | +194.3% |
| 5Y | +942.9% | +2.5% | +940.4% | +756.8% |
| All | +3,786.6% | +1,016.5% | +2,770.1% | +1,637.5% |
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 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