+19,359.6%
STRL vs VICR
+1,886.6%
+17,473.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.5% | +0.3% | +4.5% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -9.2% | -13.9% | +4.7% | -6.2% |
| 3M | -51.0% | -38.4% | -12.6% | -45.6% |
| 6M | +15.8% | -7.2% | +23.0% | +16.9% |
| YTD | +58.9% | +72.0% | -13.2% | +40.7% |
| 1Y | +68.5% | +263.3% | -194.8% | +25.6% |
| 3Y | +485.2% | +173.3% | +312.0% | +341.3% |
| 5Y | +2,005.1% | +47.3% | +1,957.8% | +1,532.8% |
| 10Y | +7,118.0% | +1,495.2% | +5,622.8% | +3,140.9% |
| All | +19,359.6% | +1,886.6% | +17,473.0% | +4,425.9% |
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 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