-14.4%
SMR vs VIVK
-100.0%
+85.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -7.4% | -8.3% | -15.4% |
| 7D | -11.2% | -4.4% | -6.9% | -11.0% |
| 30D | -10.2% | -40.8% | +30.6% | -8.7% |
| 3M | -10.0% | -94.1% | +84.1% | -3.1% |
| 6M | -30.5% | -98.2% | +67.7% | -23.5% |
| YTD | -39.2% | -98.0% | +58.8% | -35.2% |
| 1Y | -75.5% | -100.0% | +24.4% | -70.1% |
| 3Y | +45.4% | -100.0% | +145.4% | +72.5% |
| All | -14.4% | -100.0% | +85.6% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling