+52.0%
STT vs VICR
+76.0%
-23.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.1% | +13.3% | +3.1% |
| 7D | -0.1% | -26.6% | +26.5% | +2.5% |
| 30D | -1.7% | -47.9% | +46.3% | +3.4% |
| 3M | -6.4% | -29.8% | +23.4% | -4.6% |
| 6M | +17.7% | -36.6% | +54.3% | +17.9% |
| YTD | +36.9% | +45.1% | -8.3% | +18.3% |
| 1Y | +52.0% | +80.0% | -28.0% | +25.6% |
| All | +52.0% | +76.0% | -23.9% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling