+319.5%
SN vs VIVK
-100.0%
+419.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.3% | +11.3% | -1.1% |
| 7D | -9.3% | -1.4% | -8.0% | -9.3% |
| 30D | -4.8% | -43.6% | +38.8% | -5.0% |
| 3M | +40.4% | -95.1% | +135.6% | +40.4% |
| 6M | +50.9% | -98.2% | +149.1% | +51.1% |
| YTD | +54.9% | -97.9% | +152.9% | +54.6% |
| 1Y | +43.0% | -100.0% | +143.0% | +45.2% |
| 3Y | +391.8% | -100.0% | +491.8% | +355.9% |
| All | +319.5% | -100.0% | +419.5% | +284.1% |
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 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