+23.1%
SPGI vs VIK
+244.4%
-221.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | 0.0% |
| 7D | -1.4% | -1.2% | -0.1% | -1.2% |
| 30D | +15.3% | +11.5% | +3.8% | +13.1% |
| 3M | +16.5% | -11.3% | +27.8% | +18.6% |
| 6M | +19.8% | +11.3% | +8.5% | +16.2% |
| YTD | -3.2% | +26.1% | -29.4% | -9.5% |
| 1Y | +1.8% | +50.0% | -48.2% | -8.7% |
| All | +23.1% | +244.4% | -221.3% | -4.2% |
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