+293.4%
SN vs VIVK
-100.0%
+393.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.0% |
| 7D | -7.2% | -9.5% | +2.3% | -7.2% |
| 30D | -13.4% | -35.1% | +21.7% | -13.5% |
| 3M | +26.8% | -93.4% | +120.2% | +26.7% |
| 6M | +44.6% | -98.0% | +142.6% | +44.8% |
| YTD | +45.3% | -97.9% | +143.1% | +45.0% |
| 1Y | +40.1% | -100.0% | +140.1% | +42.3% |
| 3Y | +375.3% | -100.0% | +475.3% | +336.6% |
| All | +293.4% | -100.0% | +393.4% | +260.3% |
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 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