+909.4%
STX vs VIK
+225.1%
+684.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.3% |
| 7D | -2.3% | -0.9% | -1.3% | -1.8% |
| 30D | -5.5% | -18.4% | +12.9% | +3.1% |
| 3M | -4.3% | -8.8% | +4.5% | -0.7% |
| 6M | +115.6% | +17.1% | +98.5% | +98.1% |
| YTD | +202.2% | +19.0% | +183.1% | +175.8% |
| 1Y | +325.3% | +30.1% | +295.2% | +272.7% |
| All | +909.4% | +225.1% | +684.3% | +551.1% |
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 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