+78.7%
SE vs VIK
+228.1%
-149.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.1% | -3.0% | -3.1% | -5.0% |
| 30D | -2.5% | -20.7% | +18.3% | +5.7% |
| 3M | +21.7% | -4.6% | +26.4% | +22.6% |
| 6M | +27.0% | +14.0% | +13.0% | +18.2% |
| YTD | -12.1% | +20.2% | -32.3% | -20.6% |
| 1Y | -40.9% | +36.0% | -76.9% | -49.9% |
| All | +78.7% | +228.1% | -149.4% | +13.0% |
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 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