+237.5%
VIK vs STZ
-49.2%
+286.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.3% | +3.4% |
| 7D | +3.6% | -7.4% | +11.0% | +4.7% |
| 30D | -16.7% | -10.9% | -5.9% | -15.5% |
| 3M | -1.1% | -13.4% | +12.4% | +0.7% |
| 6M | +27.8% | -16.2% | +44.0% | +30.8% |
| YTD | +23.3% | -10.4% | +33.8% | +24.0% |
| 1Y | +38.2% | -14.8% | +53.0% | +40.2% |
| All | +237.5% | -49.2% | +286.7% | +249.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling