+240.5%
VIK vs SFM
-21.9%
+262.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.2% |
| 30D | +8.2% | -19.2% | +27.4% | +10.6% |
| 3M | -14.7% | -40.3% | +25.6% | -8.7% |
| 6M | +10.3% | -40.9% | +51.1% | +17.8% |
| YTD | +24.5% | -35.5% | +60.0% | +29.8% |
| 1Y | +45.7% | -37.4% | +83.2% | +52.9% |
| All | +240.5% | -21.9% | +262.5% | +247.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling