+36.0%
VIK vs STZ
-10.2%
+46.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -3.0% | -1.9% | -1.1% | -2.9% |
| 30D | -20.7% | -1.9% | -18.9% | -20.8% |
| 3M | -4.6% | -6.2% | +1.6% | -4.5% |
| 6M | +14.0% | -14.0% | +28.0% | +15.2% |
| YTD | +20.2% | -5.1% | +25.3% | +19.8% |
| 1Y | +36.0% | -9.6% | +45.6% | +36.1% |
| All | +36.0% | -10.2% | +46.2% | +36.1% |
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