+1,972.8%
STX vs VICR
+978.3%
+994.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.3% |
| 7D | +14.6% | +8.3% | +6.3% | +12.6% |
| 30D | -26.0% | -35.2% | +9.2% | -17.9% |
| 3M | -42.6% | -29.8% | -12.8% | -38.1% |
| 6M | -35.3% | -48.6% | +13.3% | -25.7% |
| YTD | +92.5% | +45.1% | +47.3% | +77.5% |
| 1Y | +102.4% | +79.6% | +22.8% | +79.1% |
| 3Y | +673.8% | +335.4% | +338.4% | +440.5% |
| 5Y | +463.1% | -1.0% | +464.1% | +381.9% |
| All | +1,972.8% | +978.3% | +994.5% | +920.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling