+225.9%
VIK vs SITM
+573.8%
-347.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.2% |
| 7D | -0.8% | +3.7% | -4.5% | -1.5% |
| 30D | -18.0% | -14.5% | -3.5% | -16.0% |
| 3M | -5.8% | -10.6% | +4.8% | -5.5% |
| 6M | +17.2% | +65.5% | -48.4% | +1.7% |
| YTD | +19.1% | +67.0% | -47.9% | +2.0% |
| 1Y | +33.6% | +138.6% | -105.0% | +4.6% |
| All | +225.9% | +573.8% | -347.8% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling