+11,964.0%
STRL vs VICR
+1,635.2%
+10,328.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +23.4% | +21.9% | +1.5% | +18.2% |
| 30D | -39.5% | -38.4% | -1.1% | -32.3% |
| 3M | -45.1% | -27.2% | -17.9% | -41.2% |
| 6M | -64.6% | -43.7% | -20.9% | -60.1% |
| YTD | -1.5% | +50.3% | -51.8% | -10.3% |
| 1Y | -20.8% | +74.6% | -95.3% | -30.1% |
| 3Y | +353.1% | +351.2% | +1.9% | +213.0% |
| 5Y | +942.9% | +2.5% | +940.4% | +771.0% |
| 10Y | +3,847.6% | +1,031.9% | +2,815.8% | +1,795.7% |
| All | +11,964.0% | +1,635.2% | +10,328.8% | +2,783.7% |
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