+335.5%
SMTC vs VIK
+225.3%
+110.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +3.2% |
| 7D | +22.5% | -0.8% | +23.3% | +23.2% |
| 30D | +24.9% | -18.0% | +42.9% | +42.4% |
| 3M | +4.1% | -5.8% | +9.9% | +8.1% |
| 6M | +92.6% | +17.2% | +75.4% | +68.6% |
| YTD | +122.5% | +19.1% | +103.3% | +89.8% |
| 1Y | +166.2% | +33.6% | +132.6% | +106.4% |
| All | +335.5% | +225.3% | +110.2% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling