+34.8%
SO vs VIK
+239.9%
-205.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.5% |
| 7D | -0.9% | +3.2% | -4.1% | -0.9% |
| 30D | +4.9% | +8.2% | -3.2% | +5.0% |
| 3M | +0.8% | -14.7% | +15.5% | +0.7% |
| 6M | +0.6% | +10.3% | -9.7% | +0.6% |
| YTD | +8.7% | +24.5% | -15.8% | +8.8% |
| 1Y | +4.0% | +45.7% | -41.8% | +4.0% |
| All | +34.8% | +239.9% | -205.1% | +30.9% |
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