+225.7%
VIK vs SPYG
+73.9%
+151.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.3% |
| 7D | -0.9% | -0.9% | 0.0% | +0.1% |
| 30D | -18.4% | -1.5% | -16.9% | -17.0% |
| 3M | -8.8% | +3.7% | -12.5% | -12.9% |
| 6M | +17.1% | +16.4% | +0.7% | -2.1% |
| YTD | +19.0% | +13.3% | +5.7% | +2.6% |
| 1Y | +30.1% | +17.9% | +12.3% | +6.7% |
| All | +225.7% | +73.9% | +151.8% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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