+103.1%
STT vs VICR
-1.1%
+104.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.3% |
| 7D | +4.8% | +8.3% | -3.5% | +3.7% |
| 30D | +3.9% | -35.2% | +39.1% | +8.4% |
| 3M | -8.2% | -29.8% | +21.7% | -6.0% |
| 6M | +15.6% | -48.6% | +64.2% | +20.7% |
| YTD | +37.6% | +45.1% | -7.5% | +23.2% |
| 1Y | +50.1% | +79.6% | -29.4% | +30.6% |
| 3Y | +183.1% | +335.4% | -152.3% | +106.4% |
| All | +103.1% | -1.1% | +104.2% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling