+83.8%
SPOT vs VIK
+225.3%
-141.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.3% |
| 7D | -6.5% | -0.8% | -5.7% | -6.4% |
| 30D | +2.2% | -18.0% | +20.2% | +6.5% |
| 3M | +5.4% | -5.8% | +11.2% | +5.6% |
| 6M | -4.0% | +17.2% | -21.2% | -10.3% |
| YTD | -9.9% | +19.1% | -29.1% | -16.5% |
| 1Y | -27.3% | +33.6% | -60.9% | -35.4% |
| All | +83.8% | +225.3% | -141.5% | +29.5% |
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 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