+77.8%
STLD vs VIK
+234.5%
-156.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | -0.1% |
| 7D | -11.1% | 0.0% | -11.1% | -11.1% |
| 30D | -4.8% | +7.7% | -12.4% | -7.3% |
| 3M | -14.6% | -17.6% | +3.1% | -8.8% |
| 6M | -7.4% | +1.7% | -9.1% | -8.8% |
| YTD | +32.6% | +22.5% | +10.1% | +20.0% |
| 1Y | +47.3% | +52.6% | -5.3% | +22.2% |
| All | +77.8% | +234.5% | -156.7% | +11.3% |
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