-23.9%
SNPS vs VIK
+221.3%
-245.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.5% |
| 7D | -4.6% | -1.8% | -2.8% | -4.0% |
| 30D | -3.3% | -17.3% | +13.9% | +3.4% |
| 3M | -13.8% | -5.1% | -8.7% | -12.9% |
| 6M | -8.2% | +16.2% | -24.4% | -16.3% |
| YTD | -15.4% | +17.6% | -33.1% | -24.0% |
| 1Y | +2.4% | +33.5% | -31.1% | -13.6% |
| All | -23.9% | +221.3% | -245.2% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling