-5.1%
SAP vs VIVK
-100.0%
+94.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.8% | +0.4% |
| 7D | +0.6% | -57.7% | +58.3% | +1.3% |
| 30D | +6.5% | -87.3% | +93.8% | +8.5% |
| 3M | +12.2% | -98.9% | +111.1% | +18.1% |
| 6M | +46.1% | -100.0% | +146.0% | +60.4% |
| YTD | -1.6% | -100.0% | +98.3% | +7.2% |
| 1Y | -5.1% | -100.0% | +94.9% | +10.3% |
| All | -5.1% | -100.0% | +94.9% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling