+156.0%
STT vs VICR
+42.6%
+113.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | +2.2% | -15.6% | +17.7% | +4.0% |
| 3M | +18.8% | -35.4% | +54.2% | +23.5% |
| 6M | +57.9% | +1.3% | +56.6% | +51.9% |
| YTD | +51.0% | +62.5% | -11.5% | +35.5% |
| 1Y | +77.1% | +255.5% | -178.3% | +41.5% |
| 3Y | +199.8% | +182.0% | +17.8% | +134.7% |
| 5Y | +156.0% | +42.9% | +113.0% | +96.6% |
| All | +156.0% | +42.6% | +113.4% | +96.6% |
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