+36.0%
VIK vs SFM
-41.4%
+77.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.2% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | -20.7% | -4.4% | -16.4% | -20.7% |
| 3M | -4.6% | +1.5% | -6.2% | -4.8% |
| 6M | +14.0% | +6.5% | +7.5% | +13.3% |
| YTD | +20.2% | +2.2% | +18.0% | +19.8% |
| 1Y | +36.0% | -41.9% | +77.9% | +61.5% |
| All | +36.0% | -41.4% | +77.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling