+589.4%
SE vs VIVK
-100.0%
+689.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.3% | +11.4% | -0.7% |
| 7D | -6.1% | -1.4% | -4.7% | -6.1% |
| 30D | -2.5% | -43.6% | +41.2% | -1.8% |
| 3M | +21.7% | -95.1% | +116.8% | +25.5% |
| 6M | +27.0% | -98.2% | +125.2% | +31.5% |
| YTD | -12.1% | -97.9% | +85.8% | -9.9% |
| 1Y | -40.9% | -100.0% | +59.1% | -36.5% |
| 3Y | +191.0% | -100.0% | +291.0% | +206.3% |
| 5Y | -68.3% | -100.0% | +31.7% | -66.3% |
| All | +589.4% | -100.0% | +689.4% | +637.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling