+1.5%
SMR vs VIVK
-100.0%
+101.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -5.6% |
| 7D | +4.7% | -9.5% | +14.2% | +5.0% |
| 30D | +3.2% | -35.1% | +38.4% | +4.6% |
| 3M | +9.9% | -93.4% | +103.3% | +17.8% |
| 6M | -15.1% | -98.0% | +82.8% | -7.0% |
| YTD | -27.9% | -97.9% | +69.9% | -23.4% |
| 1Y | -70.2% | -100.0% | +29.7% | -63.7% |
| 3Y | +72.5% | -100.0% | +172.4% | +104.0% |
| All | +1.5% | -100.0% | +101.5% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling