+221.9%
VIK vs SFM
+9.7%
+212.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -1.8% | -8.8% | +6.9% | -0.4% |
| 30D | -17.3% | -14.5% | -2.8% | -15.3% |
| 3M | -5.1% | -16.8% | +11.8% | -2.6% |
| 6M | +16.2% | -5.3% | +21.5% | +15.5% |
| YTD | +17.6% | -9.4% | +27.0% | +17.7% |
| 1Y | +33.5% | -46.2% | +79.7% | +53.7% |
| All | +221.9% | +9.7% | +212.2% | +215.1% |
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