+171.3%
SAP vs VIVK
-100.0%
+271.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.5% |
| 7D | -5.1% | -9.5% | +4.4% | -5.0% |
| 30D | -1.8% | -35.1% | +33.3% | -1.5% |
| 3M | +20.9% | -93.4% | +114.3% | +22.5% |
| 6M | +7.0% | -98.0% | +105.0% | +8.8% |
| YTD | -13.7% | -97.9% | +84.1% | -12.6% |
| 1Y | -19.6% | -100.0% | +80.4% | -17.4% |
| 3Y | +52.4% | -100.0% | +152.4% | +56.0% |
| 5Y | +54.4% | -100.0% | +154.4% | +58.1% |
| All | +171.3% | -100.0% | +271.3% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIVK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling