+39.6%
SGI vs VIK
+225.3%
-185.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.5% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +5.5% | -18.0% | +23.6% | +14.2% |
| 3M | -3.6% | -5.8% | +2.2% | -1.8% |
| 6M | -15.0% | +17.2% | -32.2% | -21.0% |
| YTD | -23.0% | +19.1% | -42.2% | -29.1% |
| 1Y | -18.4% | +33.6% | -52.0% | -28.3% |
| All | +39.6% | +225.3% | -185.7% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling