+406.5%
STRL vs VIK
+236.8%
+169.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +1.5% |
| 7D | +10.1% | +3.6% | +6.5% | +7.6% |
| 30D | -8.2% | -16.7% | +8.5% | +3.1% |
| 3M | -43.7% | -1.1% | -42.6% | -43.5% |
| 6M | +27.1% | +27.8% | -0.7% | +9.3% |
| YTD | +64.0% | +23.3% | +40.7% | +42.2% |
| 1Y | +75.2% | +38.2% | +37.0% | +40.9% |
| All | +406.5% | +236.8% | +169.6% | +190.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling