+228.8%
VIK vs STLA
-73.2%
+302.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | -3.0% | +2.6% | -5.6% | -3.7% |
| 30D | -20.7% | -1.2% | -19.5% | -20.7% |
| 3M | -4.6% | -24.8% | +20.1% | +2.6% |
| 6M | +14.0% | -25.6% | +39.6% | +23.0% |
| YTD | +20.2% | -48.9% | +69.1% | +40.9% |
| 1Y | +36.0% | -38.8% | +74.8% | +48.0% |
| All | +228.8% | -73.2% | +302.0% | +299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling