+18.8%
SE vs VIK
+239.9%
-221.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -1.5% | +3.2% | -4.6% | -2.6% |
| 30D | -22.3% | +8.2% | -30.5% | -24.6% |
| 3M | -41.8% | -14.7% | -27.1% | -38.8% |
| 6M | -22.4% | +10.3% | -32.7% | -26.4% |
| YTD | -41.6% | +24.5% | -66.0% | -48.0% |
| 1Y | -48.0% | +45.7% | -93.7% | -57.1% |
| All | +18.8% | +239.9% | -221.1% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling