+280.7%
SIMO vs VIK
+228.1%
+52.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +4.2% | -3.0% | +7.3% | +5.3% |
| 30D | +4.1% | -20.7% | +24.8% | +11.8% |
| 3M | -12.9% | -4.6% | -8.2% | -11.6% |
| 6M | +110.3% | +14.0% | +96.4% | +98.2% |
| YTD | +178.6% | +20.2% | +158.4% | +155.7% |
| 1Y | +220.0% | +36.0% | +184.0% | +179.1% |
| All | +280.7% | +228.1% | +52.6% | +163.7% |
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 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