+67.8%
SAP vs VIVK
-100.0%
+167.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.3% | +14.5% | +0.2% |
| 7D | -2.5% | -48.0% | +45.5% | -2.1% |
| 30D | +7.5% | -88.4% | +95.9% | +9.1% |
| 3M | +11.6% | -98.7% | +110.4% | +15.6% |
| 6M | +37.6% | -100.0% | +137.6% | +46.6% |
| YTD | -2.0% | -100.0% | +98.0% | +3.8% |
| 1Y | -6.4% | -100.0% | +93.6% | +0.1% |
| All | +67.8% | -100.0% | +167.8% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling