+194.0%
STT vs VICR
+978.3%
-784.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.4% |
| 7D | +4.8% | +8.3% | -3.5% | +3.4% |
| 30D | +3.9% | -35.2% | +39.1% | +10.1% |
| 3M | -8.2% | -29.8% | +21.7% | -5.2% |
| 6M | +15.6% | -48.6% | +64.2% | +22.5% |
| YTD | +37.6% | +45.1% | -7.5% | +18.1% |
| 1Y | +50.1% | +79.6% | -29.4% | +23.8% |
| 3Y | +183.1% | +335.4% | -152.3% | +82.1% |
| 5Y | +104.8% | -1.0% | +105.9% | +62.7% |
| All | +194.0% | +978.3% | -784.3% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling