+323.8%
SN vs VIVK
-100.0%
+423.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.6% | +1.0% |
| 7D | +0.1% | +13.1% | -12.9% | +0.2% |
| 30D | -5.6% | -29.7% | +24.1% | -5.7% |
| 3M | +48.1% | -93.0% | +141.0% | +48.0% |
| 6M | +57.6% | -98.0% | +155.6% | +57.8% |
| YTD | +56.5% | -97.8% | +154.3% | +56.2% |
| 1Y | +52.6% | -100.0% | +152.5% | +54.9% |
| 3Y | +412.0% | -100.0% | +512.0% | +370.3% |
| All | +323.8% | -100.0% | +423.7% | +288.1% |
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