+195.6%
STT vs VICR
+187.3%
+8.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.5% |
| 7D | +1.0% | +1.3% | -0.3% | +0.8% |
| 30D | +2.8% | -11.9% | +14.7% | +4.0% |
| 3M | +18.1% | -35.1% | +53.3% | +22.1% |
| 6M | +59.2% | +8.1% | +51.1% | +52.4% |
| YTD | +51.5% | +67.8% | -16.3% | +37.0% |
| 1Y | +75.7% | +267.3% | -191.6% | +43.2% |
| All | +195.6% | +187.3% | +8.2% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling