+304.2%
SIMO vs VIK
+236.8%
+67.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.5% | +5.3% |
| 7D | +14.6% | +3.6% | +11.0% | +13.4% |
| 30D | +6.2% | -16.7% | +22.9% | +12.3% |
| 3M | +3.6% | -1.1% | +4.6% | +3.8% |
| 6M | +130.8% | +27.8% | +103.0% | +109.2% |
| YTD | +195.8% | +23.3% | +172.4% | +169.3% |
| 1Y | +225.0% | +38.2% | +186.8% | +182.3% |
| All | +304.2% | +236.8% | +67.4% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling