+196.4%
SO vs VIVK
-100.0%
+296.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.5% | +8.7% | +1.2% |
| 7D | +1.4% | -57.7% | +59.0% | +1.7% |
| 30D | +4.7% | -87.3% | +92.0% | +5.5% |
| 3M | +1.7% | -98.9% | +100.6% | +3.4% |
| 6M | +2.2% | -100.0% | +102.1% | +5.0% |
| YTD | +10.0% | -100.0% | +109.9% | +12.6% |
| 1Y | +6.0% | -100.0% | +106.0% | +9.6% |
| 3Y | +54.1% | -100.0% | +154.1% | +59.2% |
| 5Y | +79.6% | -100.0% | +179.6% | +86.0% |
| All | +196.4% | -100.0% | +296.4% | +205.5% |
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