+55.8%
SPYM vs VIK
+221.3%
-165.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.0% | -1.8% | -0.1% | -1.6% |
| 30D | -1.6% | -17.3% | +15.6% | +2.8% |
| 3M | +4.7% | -5.1% | +9.8% | +5.5% |
| 6M | +12.6% | +16.2% | -3.6% | +6.8% |
| YTD | +11.8% | +17.6% | -5.9% | +5.2% |
| 1Y | +17.5% | +33.5% | -16.0% | +6.4% |
| All | +55.8% | +221.3% | -165.4% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling