+244.3%
VIK vs SAN
+174.2%
+70.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.8% |
| 7D | +2.7% | +4.0% | -1.3% | +0.6% |
| 30D | +8.8% | -7.8% | +16.6% | +12.8% |
| 3M | -15.3% | -16.4% | +1.1% | -8.0% |
| 6M | +9.4% | +3.5% | +5.8% | +6.1% |
| YTD | +25.9% | +6.7% | +19.2% | +20.1% |
| 1Y | +51.0% | +14.5% | +36.5% | +39.8% |
| All | +244.3% | +174.2% | +70.1% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling