+228.8%
VIK vs SFM
+23.7%
+205.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.3% |
| 3M | -4.6% | +1.5% | -6.2% | -5.4% |
| 6M | +14.0% | +6.5% | +7.5% | +11.0% |
| YTD | +20.2% | +2.2% | +18.0% | +18.0% |
| 1Y | +36.0% | -41.9% | +77.9% | +56.0% |
| All | +228.8% | +23.7% | +205.1% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling