+35.3%
SGI vs VIK
+221.3%
-186.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -4.9% | -1.8% | -3.1% | -4.2% |
| 30D | +1.6% | -17.3% | +18.9% | +9.5% |
| 3M | -3.2% | -5.1% | +1.9% | -1.7% |
| 6M | -16.0% | +16.2% | -32.2% | -21.6% |
| YTD | -25.4% | +17.6% | -43.1% | -30.9% |
| 1Y | -21.6% | +33.5% | -55.1% | -31.1% |
| All | +35.3% | +221.3% | -186.0% | -8.9% |
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