+510.4%
STX vs VIK
+236.8%
+273.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -17.3% | +2.6% | -19.9% | -18.1% |
| 30D | -35.9% | +7.9% | -43.8% | -37.8% |
| 3M | -37.3% | -15.2% | -22.2% | -32.9% |
| 6M | -35.8% | +6.5% | -42.3% | -38.1% |
| YTD | +82.7% | +23.3% | +59.4% | +63.9% |
| 1Y | +71.6% | +47.7% | +23.9% | +42.6% |
| All | +510.4% | +236.8% | +273.6% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling