+1,077.4%
STX vs VICR
+46.6%
+1,030.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | -0.9% |
| 7D | +9.6% | +1.3% | +8.3% | +9.3% |
| 30D | +10.6% | -11.9% | +22.5% | +14.0% |
| 3M | +4.8% | -35.1% | +39.9% | +15.6% |
| 6M | +137.3% | +8.1% | +129.1% | +134.7% |
| YTD | +222.5% | +67.8% | +154.7% | +195.6% |
| 1Y | +366.2% | +267.3% | +98.9% | +275.0% |
| 3Y | +1,352.9% | +191.2% | +1,161.7% | +1,045.7% |
| 5Y | +1,077.4% | +48.1% | +1,029.4% | +864.6% |
| All | +1,077.4% | +46.6% | +1,030.8% | +864.6% |
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