+36.6%
STM vs VIK
+225.3%
-188.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.9% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -5.2% | -18.0% | +12.9% | +4.4% |
| 3M | -29.6% | -5.8% | -23.8% | -27.6% |
| 6M | +54.4% | +17.2% | +37.2% | +40.5% |
| YTD | +99.5% | +19.1% | +80.4% | +78.8% |
| 1Y | +100.8% | +33.6% | +67.1% | +68.4% |
| All | +36.6% | +225.3% | -188.7% | -24.6% |
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