+245.1%
VIK vs SM
-31.0%
+276.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +2.0% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | +11.5% | -17.3% | +28.8% | +12.4% |
| 3M | -11.3% | -3.6% | -7.7% | -11.8% |
| 6M | +11.3% | +2.9% | +8.4% | +9.2% |
| YTD | +26.1% | +70.2% | -44.1% | +7.8% |
| 1Y | +50.0% | +66.5% | -16.5% | +28.6% |
| All | +245.1% | -31.0% | +276.0% | +225.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling