+491.9%
SO vs VIVK
-100.0%
+591.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.3% | +11.6% | -0.7% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | -4.6% | -43.6% | +39.0% | -4.6% |
| 3M | -3.0% | -95.1% | +92.1% | -3.1% |
| 6M | -8.3% | -98.2% | +89.9% | -8.3% |
| YTD | +3.5% | -97.9% | +101.4% | +3.5% |
| 1Y | -0.9% | -100.0% | +99.0% | -1.0% |
| 3Y | +45.4% | -100.0% | +145.3% | +45.2% |
| 5Y | +59.6% | -100.0% | +159.6% | +59.4% |
| 10Y | +156.6% | -100.0% | +256.6% | +157.8% |
| All | +491.9% | -100.0% | +591.9% | +513.8% |
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