+476.2%
STX vs VICR
-1.1%
+477.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.2% |
| 7D | +14.6% | +8.3% | +6.3% | +12.5% |
| 30D | -26.0% | -35.2% | +9.2% | -17.9% |
| 3M | -42.6% | -29.8% | -12.8% | -38.0% |
| 6M | -35.3% | -48.6% | +13.3% | -25.7% |
| YTD | +92.5% | +45.1% | +47.3% | +81.7% |
| 1Y | +102.4% | +79.6% | +22.8% | +84.5% |
| 3Y | +673.8% | +335.4% | +338.4% | +484.6% |
| All | +476.2% | -1.1% | +477.2% | +426.8% |
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