+30.4%
SLB vs VIK
+228.1%
-197.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.8% | -3.0% | +3.9% | +1.6% |
| 30D | +15.8% | -20.7% | +36.6% | +22.4% |
| 3M | -0.3% | -4.6% | +4.3% | -0.4% |
| 6M | +21.3% | +14.0% | +7.4% | +13.6% |
| YTD | +52.3% | +20.2% | +32.1% | +39.3% |
| 1Y | +63.6% | +36.0% | +27.6% | +42.4% |
| All | +30.4% | +228.1% | -197.8% | -13.0% |
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