+450.0%
SN vs VIVK
-100.0%
+550.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.5% | +10.3% | +2.8% |
| 7D | +1.5% | -57.7% | +59.2% | +0.9% |
| 30D | +21.5% | -87.3% | +108.8% | +19.9% |
| 3M | +20.0% | -98.9% | +118.9% | +16.7% |
| 6M | +119.9% | -100.0% | +219.9% | +113.0% |
| YTD | +102.3% | -100.0% | +202.3% | +96.1% |
| 1Y | +148.0% | -100.0% | +248.0% | +141.3% |
| 3Y | +450.0% | -100.0% | +550.0% | +424.3% |
| All | +450.0% | -100.0% | +550.0% | +424.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling