+16,011.1%
STX vs VICR
+2,246.1%
+13,765.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.9% | +4.9% |
| 7D | +2.4% | +0.4% | +1.9% | +2.2% |
| 30D | +1.4% | -13.9% | +15.3% | +5.3% |
| 3M | -8.2% | -38.4% | +30.2% | +3.5% |
| 6M | +127.0% | -7.2% | +134.2% | +127.3% |
| YTD | +209.1% | +72.0% | +137.1% | +165.7% |
| 1Y | +365.4% | +263.3% | +102.1% | +229.8% |
| 3Y | +1,135.4% | +173.3% | +962.1% | +755.3% |
| 5Y | +991.5% | +47.3% | +944.2% | +679.3% |
| 10Y | +3,695.8% | +1,495.2% | +2,200.6% | +1,129.3% |
| All | +16,011.1% | +2,246.1% | +13,765.0% | +2,823.5% |
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