+11.1%
SMR vs VIVK
-100.0%
+111.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +7.7% | +7.6% | +15.0% |
| 7D | +21.4% | +13.1% | +8.3% | +20.9% |
| 30D | +13.8% | -29.7% | +43.5% | +14.9% |
| 3M | +3.9% | -93.0% | +96.9% | +11.0% |
| 6M | -4.2% | -98.0% | +93.8% | +5.0% |
| YTD | -21.1% | -97.8% | +76.7% | -16.3% |
| 1Y | -67.1% | -100.0% | +32.9% | -59.7% |
| 3Y | +88.9% | -100.0% | +188.8% | +123.1% |
| All | +11.1% | -100.0% | +111.1% | +30.3% |
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