+178.1%
SLV vs VIVK
-100.0%
+278.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.5% | +5.3% | -2.2% |
| 7D | -5.8% | -57.7% | +51.8% | -5.9% |
| 30D | -12.1% | -87.3% | +75.1% | -12.2% |
| 3M | -24.1% | -98.9% | +74.8% | -24.3% |
| 6M | -44.4% | -100.0% | +55.6% | -44.6% |
| YTD | -31.5% | -100.0% | +68.5% | -31.7% |
| 1Y | -6.9% | -100.0% | +93.1% | -7.2% |
| 3Y | +116.0% | -100.0% | +216.0% | +115.4% |
| 5Y | +88.4% | -100.0% | +188.4% | +87.9% |
| 10Y | +167.9% | -100.0% | +267.9% | +167.5% |
| All | +178.1% | -100.0% | +278.1% | +171.4% |
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