+22.4%
SE vs VIK
+236.8%
-214.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | 0.0% | +2.6% | -2.6% | -0.8% |
| 30D | -19.4% | +7.9% | -27.3% | -21.7% |
| 3M | -33.1% | -15.2% | -17.9% | -29.5% |
| 6M | -11.4% | +6.5% | -18.0% | -14.8% |
| YTD | -39.8% | +23.3% | -63.1% | -46.2% |
| 1Y | -50.5% | +47.7% | -98.2% | -59.4% |
| All | +22.4% | +236.8% | -214.3% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling