+21.3%
SYY vs VIK
+225.1%
-203.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +3.9% | -0.9% | +4.9% | +4.0% |
| 30D | -1.7% | -18.4% | +16.7% | 0.0% |
| 3M | +5.2% | -8.8% | +13.9% | +5.9% |
| 6M | -0.2% | +17.1% | -17.3% | -2.3% |
| YTD | +15.4% | +19.0% | -3.7% | +12.6% |
| 1Y | +5.6% | +30.1% | -24.6% | +2.0% |
| All | +21.3% | +225.1% | -203.8% | +6.1% |
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