+528.7%
SO vs VIVK
-100.0%
+628.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.5% | +8.7% | +1.2% |
| 7D | +1.4% | -57.7% | +59.0% | +1.3% |
| 30D | +4.7% | -87.3% | +92.0% | +4.7% |
| 3M | +1.7% | -98.9% | +100.6% | +1.6% |
| 6M | +2.2% | -100.0% | +102.1% | +2.0% |
| YTD | +10.0% | -100.0% | +109.9% | +9.9% |
| 1Y | +6.0% | -100.0% | +106.0% | +5.9% |
| 3Y | +54.1% | -100.0% | +154.1% | +53.9% |
| 5Y | +79.6% | -100.0% | +179.6% | +79.3% |
| 10Y | +195.5% | -100.0% | +295.5% | +196.6% |
| All | +528.7% | -100.0% | +628.7% | +551.5% |
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 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