+139.8%
VIK vs SARO
-23.7%
+163.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.1% |
| 7D | -1.8% | -4.0% | +2.2% | +0.2% |
| 30D | -17.3% | -16.1% | -1.1% | -10.0% |
| 3M | -5.1% | -4.5% | -0.5% | -4.0% |
| 6M | +16.2% | -17.0% | +33.2% | +25.6% |
| YTD | +17.6% | -17.5% | +35.2% | +26.6% |
| 1Y | +33.5% | -12.3% | +45.8% | +38.7% |
| All | +139.8% | -23.7% | +163.5% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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