+225.9%
VIK vs SPYG
+73.9%
+152.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.0% |
| 7D | -0.8% | +0.3% | -1.1% | -1.2% |
| 30D | -18.0% | -1.7% | -16.4% | -16.4% |
| 3M | -5.8% | +3.6% | -9.4% | -9.9% |
| 6M | +17.2% | +16.6% | +0.6% | -2.2% |
| YTD | +19.1% | +13.4% | +5.8% | +2.6% |
| 1Y | +33.6% | +19.6% | +14.0% | +7.7% |
| All | +225.9% | +73.9% | +152.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling