+14.0%
VIK vs SM
+58.1%
-44.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | -0.8% |
| 7D | -3.0% | +0.1% | -3.1% | -2.9% |
| 30D | -20.7% | +26.3% | -47.0% | -11.7% |
| 3M | -4.6% | +8.7% | -13.3% | -0.9% |
| 6M | +14.0% | +51.7% | -37.7% | +47.0% |
| All | +14.0% | +58.1% | -44.1% | +47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling