+204.2%
STRL vs VIK
+239.9%
-35.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | +23.4% | +3.2% | +20.3% | +21.1% |
| 30D | -39.5% | +8.2% | -47.7% | -43.0% |
| 3M | -45.1% | -14.7% | -30.4% | -40.0% |
| 6M | -64.6% | +10.3% | -74.8% | -67.5% |
| YTD | -1.5% | +24.5% | -26.0% | -16.1% |
| 1Y | -20.8% | +45.7% | -66.5% | -38.9% |
| All | +204.2% | +239.9% | -35.7% | +71.3% |
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 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