+7,517.3%
STT vs VICR
+12,339.4%
-4,822.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.7% |
| 7D | +2.2% | +9.8% | -7.7% | +0.4% |
| 30D | +3.9% | -12.6% | +16.5% | +6.0% |
| 3M | +19.2% | -29.7% | +48.9% | +24.4% |
| 6M | +60.4% | +18.8% | +41.5% | +47.3% |
| YTD | +51.5% | +76.4% | -24.9% | +27.6% |
| 1Y | +76.3% | +282.4% | -206.1% | +25.7% |
| 3Y | +200.7% | +206.2% | -5.4% | +107.5% |
| 5Y | +157.5% | +53.9% | +103.6% | +84.7% |
| 10Y | +262.0% | +1,572.3% | -1,310.3% | +48.0% |
| All | +7,517.3% | +12,339.4% | -4,822.1% | +1,793.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling