+220.0%
SIMO vs VIK
+37.7%
+182.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +4.2% | -3.0% | +7.3% | +5.0% |
| 30D | +4.1% | -20.7% | +24.8% | +9.7% |
| 3M | -12.9% | -4.6% | -8.2% | -11.7% |
| 6M | +110.3% | +14.0% | +96.4% | +100.5% |
| YTD | +178.6% | +20.2% | +158.4% | +158.9% |
| 1Y | +220.0% | +36.0% | +184.0% | +184.6% |
| All | +220.0% | +37.7% | +182.3% | +184.6% |
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