-21.6%
SGI vs VIK
+31.2%
-52.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | -4.9% | -1.8% | -3.1% | -4.1% |
| 30D | +1.6% | -17.3% | +18.9% | +10.5% |
| 3M | -3.2% | -5.1% | +1.9% | -2.0% |
| 6M | -16.0% | +16.2% | -32.2% | -22.9% |
| YTD | -25.4% | +17.6% | -43.1% | -31.7% |
| 1Y | -21.6% | +33.5% | -55.1% | -31.0% |
| All | -21.6% | +31.2% | -52.8% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling