+13.1%
SLB vs VIK
+236.8%
-223.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -4.3% | +2.6% | -6.9% | -4.9% |
| 30D | +1.9% | +7.9% | -6.0% | -0.1% |
| 3M | -5.7% | -15.2% | +9.4% | -2.4% |
| 6M | -5.3% | +6.5% | -11.9% | -8.9% |
| YTD | +32.2% | +23.3% | +8.8% | +19.7% |
| 1Y | +38.5% | +47.7% | -9.2% | +17.4% |
| All | +13.1% | +236.8% | -223.7% | -25.2% |
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