+156.4%
SIMO vs VIK
+233.3%
-76.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.8% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | -34.6% | +6.8% | -41.4% | -35.8% |
| 3M | -32.6% | -17.6% | -15.0% | -28.6% |
| 6M | -31.8% | +5.4% | -37.3% | -33.5% |
| YTD | +87.6% | +22.1% | +65.5% | +71.1% |
| 1Y | +86.7% | +49.3% | +37.4% | +57.0% |
| All | +156.4% | +233.3% | -76.9% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling