+59.7%
VIK vs STLA
-53.0%
+112.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.8% | +2.4% | +5.6% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | +12.5% | +3.6% | +9.0% | +11.7% |
| 3M | -15.2% | -20.6% | +5.4% | -11.9% |
| 6M | +15.4% | -34.3% | +49.7% | +25.6% |
| YTD | +27.7% | -57.3% | +85.0% | +43.5% |
| 1Y | +59.7% | -52.6% | +112.4% | +71.8% |
| All | +59.7% | -53.0% | +112.7% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling