-95.2%
SNDQ vs VIVK
-98.2%
+3.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -7.4% | +14.2% | +6.3% |
| 7D | +11.6% | -4.4% | +16.0% | +11.3% |
| 30D | -45.1% | -40.8% | -4.3% | -47.6% |
| 3M | -68.6% | -94.1% | +25.5% | -78.0% |
| All | -95.2% | -98.2% | +3.0% | -97.4% |
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 · Available span rolling