+237.5%
VIK vs SM
-16.3%
+253.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.4% |
| 7D | +3.6% | -0.2% | +3.7% | +3.6% |
| 30D | -16.7% | +31.5% | -48.3% | -18.6% |
| 3M | -1.1% | +17.3% | -18.4% | -2.6% |
| 6M | +27.8% | +48.5% | -20.7% | +18.4% |
| YTD | +23.3% | +106.3% | -82.9% | +4.7% |
| 1Y | +38.2% | +47.3% | -9.1% | +27.2% |
| All | +237.5% | -16.3% | +253.8% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling