+228.8%
VIK vs SPY
+57.8%
+171.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.9% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | -20.7% | +0.1% | -20.8% | -20.8% |
| 3M | -4.6% | +2.0% | -6.6% | -7.8% |
| 6M | +14.0% | +13.0% | +1.0% | -5.6% |
| YTD | +20.2% | +13.5% | +6.6% | -1.0% |
| 1Y | +36.0% | +20.0% | +16.0% | +3.1% |
| All | +228.8% | +57.8% | +171.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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