+92.6%
STLD vs VIK
+228.1%
-135.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | -3.0% | +6.2% | +4.3% |
| 30D | -9.0% | -20.7% | +11.8% | -1.2% |
| 3M | -12.4% | -4.6% | -7.7% | -11.2% |
| 6M | +25.5% | +14.0% | +11.5% | +17.8% |
| YTD | +43.6% | +20.2% | +23.5% | +31.4% |
| 1Y | +87.2% | +36.0% | +51.2% | +62.6% |
| All | +92.6% | +228.1% | -135.5% | +21.9% |
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