+952.8%
STRL vs VICR
+7.1%
+945.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +1.0% | +3.7% |
| 7D | +7.1% | +5.7% | +1.4% | +5.7% |
| 30D | -39.4% | -35.2% | -4.2% | -30.9% |
| 3M | -43.0% | -20.3% | -22.7% | -39.5% |
| 6M | -65.0% | -46.3% | -18.7% | -59.0% |
| YTD | -0.8% | +53.4% | -54.2% | -10.0% |
| 1Y | -20.3% | +81.6% | -101.9% | -30.3% |
| 3Y | +356.5% | +360.5% | -4.0% | +214.9% |
| 5Y | +952.8% | +4.4% | +948.4% | +683.9% |
| All | +952.8% | +7.1% | +945.8% | +683.9% |
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