+221.9%
VIK vs STLA
-74.6%
+296.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -1.8% | -3.8% | +2.0% | -0.9% |
| 30D | -17.3% | -3.1% | -14.2% | -16.9% |
| 3M | -5.1% | -19.6% | +14.6% | +0.1% |
| 6M | +16.2% | -23.5% | +39.7% | +24.6% |
| YTD | +17.6% | -51.5% | +69.2% | +39.7% |
| 1Y | +33.5% | -39.7% | +73.2% | +45.3% |
| All | +221.9% | -74.6% | +296.5% | +295.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling