+2,133.0%
STRL vs VICR
+53.8%
+2,079.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.5% |
| 7D | +10.1% | +9.8% | +0.3% | +7.2% |
| 30D | -8.2% | -12.6% | +4.4% | -4.6% |
| 3M | -43.7% | -29.7% | -14.0% | -38.0% |
| 6M | +27.1% | +18.8% | +8.3% | +21.9% |
| YTD | +64.0% | +76.4% | -12.4% | +43.4% |
| 1Y | +75.2% | +282.4% | -207.2% | +26.5% |
| 3Y | +539.9% | +206.2% | +333.7% | +357.7% |
| 5Y | +2,133.0% | +53.9% | +2,079.1% | +1,598.6% |
| All | +2,133.0% | +53.8% | +2,079.2% | +1,598.6% |
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