+59.7%
VIK vs STZ
+14.7%
+45.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.3% | +0.9% | +6.0% |
| 7D | +5.4% | +13.0% | -7.6% | +5.2% |
| 30D | +12.5% | +29.4% | -16.9% | +11.8% |
| 3M | -15.2% | +11.6% | -26.8% | -15.6% |
| 6M | +15.4% | -0.2% | +15.6% | +16.0% |
| YTD | +27.7% | +8.6% | +19.1% | +28.8% |
| 1Y | +59.7% | +15.9% | +43.8% | +65.4% |
| All | +59.7% | +14.7% | +45.0% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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