+9,929.9%
STX vs VICR
+1,879.0%
+8,050.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.2% |
| 7D | +14.6% | +8.3% | +6.3% | +12.4% |
| 30D | -26.0% | -35.2% | +9.2% | -17.2% |
| 3M | -42.6% | -29.8% | -12.8% | -37.8% |
| 6M | -35.3% | -48.6% | +13.3% | -24.8% |
| YTD | +92.5% | +45.1% | +47.3% | +71.2% |
| 1Y | +102.4% | +79.6% | +22.8% | +70.9% |
| 3Y | +673.8% | +335.4% | +338.4% | +380.8% |
| 5Y | +463.1% | -1.0% | +464.1% | +342.9% |
| 10Y | +2,014.6% | +993.1% | +1,021.4% | +653.5% |
| All | +9,929.9% | +1,879.0% | +8,050.9% | +1,783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling