+44.8%
SO vs VIVK
-100.0%
+144.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | +1.0% |
| 7D | +1.0% | +13.1% | -12.0% | +0.9% |
| 30D | -3.2% | -29.7% | +26.5% | -3.1% |
| 3M | -1.7% | -93.0% | +91.3% | -0.7% |
| 6M | -7.2% | -98.0% | +90.8% | -6.0% |
| YTD | +4.6% | -97.8% | +102.3% | +5.6% |
| 1Y | +1.2% | -100.0% | +101.2% | +3.9% |
| All | +44.8% | -100.0% | +144.8% | +42.7% |
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