+999.6%
STX vs VIK
+236.8%
+762.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.8% | +5.3% |
| 7D | +10.7% | +3.6% | +7.2% | +9.1% |
| 30D | +11.3% | -16.7% | +28.0% | +20.3% |
| 3M | +3.2% | -1.1% | +4.3% | +3.4% |
| 6M | +157.0% | +27.8% | +129.2% | +127.3% |
| YTD | +229.2% | +23.3% | +205.9% | +195.8% |
| 1Y | +381.8% | +38.2% | +343.7% | +311.4% |
| All | +999.6% | +236.8% | +762.8% | +598.4% |
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