+237.5%
VIK vs STLA
-74.1%
+311.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.4% |
| 7D | +3.6% | +0.7% | +2.8% | +3.3% |
| 30D | -16.7% | -2.4% | -14.4% | -16.5% |
| 3M | -1.1% | -23.9% | +22.8% | +6.0% |
| 6M | +27.8% | -24.6% | +52.4% | +37.5% |
| YTD | +23.3% | -50.5% | +73.8% | +45.7% |
| 1Y | +38.2% | -39.8% | +78.0% | +50.9% |
| All | +237.5% | -74.1% | +311.5% | +312.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling