+57.9%
SLB vs VIVK
-100.0%
+157.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.3% | +12.5% | +0.2% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +15.8% | -43.6% | +59.4% | +15.9% |
| 3M | -0.3% | -95.1% | +94.8% | -0.1% |
| 6M | +21.3% | -98.2% | +119.5% | +21.7% |
| YTD | +52.3% | -97.9% | +150.2% | +52.6% |
| 1Y | +63.6% | -100.0% | +163.6% | +64.4% |
| 3Y | +3.8% | -100.0% | +103.7% | +4.2% |
| 5Y | +128.6% | -100.0% | +228.6% | +129.6% |
| 10Y | -3.1% | -100.0% | +96.9% | -2.7% |
| All | +57.9% | -100.0% | +157.9% | +67.2% |
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