+237.5%
VIK vs SFM
+15.6%
+221.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +3.7% |
| 7D | +3.6% | -5.8% | +9.4% | +4.5% |
| 30D | -16.7% | -11.4% | -5.4% | -15.3% |
| 3M | -1.1% | -12.2% | +11.1% | +0.6% |
| 6M | +27.8% | -5.2% | +33.0% | +27.3% |
| YTD | +23.3% | -4.5% | +27.8% | +22.3% |
| 1Y | +38.2% | -45.4% | +83.6% | +59.8% |
| All | +237.5% | +15.6% | +221.8% | +227.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling