+399.3%
STRL vs VIK
+225.3%
+174.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | +0.9% |
| 7D | +8.2% | -0.8% | +9.0% | +8.8% |
| 30D | -6.3% | -18.0% | +11.7% | +6.2% |
| 3M | -41.2% | -5.8% | -35.4% | -39.0% |
| 6M | +20.4% | +17.2% | +3.2% | +9.1% |
| YTD | +61.7% | +19.1% | +42.6% | +43.4% |
| 1Y | +72.7% | +33.6% | +39.1% | +42.1% |
| All | +399.3% | +225.3% | +174.0% | +192.7% |
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