+225.9%
VIK vs SAN
+225.7%
+0.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.8% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -18.0% | -0.1% | -18.0% | -18.0% |
| 3M | -5.8% | +19.6% | -25.4% | -14.4% |
| 6M | +17.2% | +32.7% | -15.5% | +1.6% |
| YTD | +19.1% | +26.7% | -7.6% | +5.0% |
| 1Y | +33.6% | +51.6% | -18.0% | +9.1% |
| All | +225.9% | +225.7% | +0.3% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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