+123.8%
STX vs VICR
+76.0%
+47.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -11.1% | +3.0% | -3.2% |
| 7D | -20.2% | -26.6% | +6.4% | -8.6% |
| 30D | -37.2% | -47.9% | +10.7% | -17.6% |
| 3M | -34.1% | -29.8% | -4.3% | -25.2% |
| 6M | -24.5% | -36.6% | +12.2% | -12.4% |
| YTD | +102.9% | +45.1% | +57.8% | +54.7% |
| 1Y | +123.8% | +80.0% | +43.8% | +44.0% |
| All | +123.8% | +76.0% | +47.8% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling