+50.3%
SMR vs VIK
+225.1%
-174.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.2% | -16.9% | -16.6% |
| 7D | -11.2% | -0.9% | -10.3% | -10.5% |
| 30D | -10.2% | -18.4% | +8.2% | +4.8% |
| 3M | -10.0% | -8.8% | -1.3% | -4.0% |
| 6M | -30.5% | +17.1% | -47.6% | -39.6% |
| YTD | -39.2% | +19.0% | -58.3% | -48.6% |
| 1Y | -75.5% | +30.1% | -105.7% | -81.1% |
| All | +50.3% | +225.1% | -174.8% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling