+41.9%
SLB vs VIVK
-100.0%
+141.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.5% | +9.0% | +1.5% |
| 7D | +3.5% | -57.7% | +61.2% | +3.6% |
| 30D | +6.5% | -87.3% | +93.8% | +6.7% |
| 3M | -0.2% | -98.9% | +98.7% | +0.2% |
| 6M | -5.7% | -100.0% | +94.2% | -5.1% |
| YTD | +36.8% | -100.0% | +136.8% | +37.6% |
| 1Y | +45.8% | -100.0% | +145.8% | +46.9% |
| 3Y | +3.4% | -100.0% | +103.4% | +4.2% |
| 5Y | +76.1% | -100.0% | +176.1% | +77.6% |
| 10Y | -13.0% | -100.0% | +87.0% | -12.4% |
| All | +41.9% | -100.0% | +141.9% | +50.8% |
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