+350.4%
STX vs VICR
+253.2%
+97.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.4% |
| 7D | +8.0% | -0.4% | +8.4% | +8.2% |
| 30D | +5.1% | -15.6% | +20.7% | +12.5% |
| 3M | +5.8% | -35.4% | +41.1% | +25.1% |
| 6M | +124.9% | +1.3% | +123.7% | +123.4% |
| YTD | +213.9% | +62.5% | +151.4% | +176.7% |
| 1Y | +350.4% | +255.5% | +94.9% | +239.3% |
| All | +350.4% | +253.2% | +97.2% | +239.3% |
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