+192.0%
STRL vs VIK
+236.8%
-44.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.0% |
| 7D | -19.8% | +2.6% | -22.4% | -21.8% |
| 30D | -43.6% | +7.9% | -51.5% | -46.8% |
| 3M | -45.2% | -15.2% | -30.1% | -40.0% |
| 6M | -65.7% | +6.5% | -72.3% | -67.8% |
| YTD | -5.4% | +23.3% | -28.8% | -19.0% |
| 1Y | -24.7% | +47.7% | -72.4% | -42.4% |
| All | +192.0% | +236.8% | -44.8% | +65.3% |
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