+58.6%
SCHG vs VIK
+221.3%
-162.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | -2.2% | -17.3% | +15.1% | +3.0% |
| 3M | +6.2% | -5.1% | +11.2% | +7.0% |
| 6M | +13.4% | +16.2% | -2.8% | +6.3% |
| YTD | +7.1% | +17.6% | -10.5% | -0.5% |
| 1Y | +12.5% | +33.5% | -21.0% | -0.4% |
| All | +58.6% | +221.3% | -162.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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