+75.2%
STRL vs VIK
+38.2%
+37.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +1.3% |
| 7D | +10.1% | +3.6% | +6.5% | +7.4% |
| 30D | -8.2% | -16.7% | +8.5% | +4.0% |
| 3M | -43.7% | -1.1% | -42.6% | -43.7% |
| 6M | +27.1% | +27.8% | -0.7% | +9.4% |
| YTD | +64.0% | +23.3% | +40.7% | +41.0% |
| All | +75.2% | +38.2% | +37.0% | +47.3% |
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 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