+225.7%
VIK vs SITM
+626.1%
-400.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.4% | +0.2% |
| 7D | -0.9% | +3.9% | -4.8% | -1.6% |
| 30D | -18.4% | -6.6% | -11.8% | -17.6% |
| 3M | -8.8% | -11.9% | +3.1% | -8.2% |
| 6M | +17.1% | +81.1% | -64.0% | +0.1% |
| YTD | +19.0% | +80.0% | -60.9% | +0.6% |
| 1Y | +30.1% | +145.8% | -115.7% | +1.5% |
| All | +225.7% | +626.1% | -400.3% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling