-10.5%
STRL vs VIK
+47.3%
-57.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.8% |
| 7D | +15.7% | +2.7% | +12.9% | +13.7% |
| 30D | -35.5% | +8.8% | -44.3% | -39.4% |
| 3M | -47.1% | -15.3% | -31.8% | -41.3% |
| 6M | -65.8% | +9.4% | -75.1% | -68.6% |
| YTD | -4.5% | +25.9% | -30.4% | -19.4% |
| 1Y | -10.5% | +51.0% | -61.5% | -24.1% |
| All | -10.5% | +47.3% | -57.8% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling