+10.8%
STM vs VIK
+234.5%
-223.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.7% |
| 7D | -10.7% | 0.0% | -10.8% | -10.7% |
| 30D | -25.7% | +7.7% | -33.4% | -28.4% |
| 3M | -21.6% | -17.6% | -3.9% | -14.1% |
| 6M | -27.8% | +1.7% | -29.5% | -29.1% |
| YTD | +61.8% | +22.5% | +39.3% | +42.5% |
| 1Y | +78.1% | +52.6% | +25.5% | +39.3% |
| All | +10.8% | +234.5% | -223.8% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling