+91.5%
STLD vs VIK
+225.3%
-133.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.4% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | -10.4% | -18.0% | +7.7% | -3.9% |
| 3M | -10.6% | -5.8% | -4.8% | -9.1% |
| 6M | +32.7% | +17.2% | +15.5% | +23.3% |
| YTD | +42.8% | +19.1% | +23.7% | +31.0% |
| 1Y | +86.9% | +33.6% | +53.3% | +63.4% |
| All | +91.5% | +225.3% | -133.8% | +21.5% |
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 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