+226.8%
SOXX vs VIVK
-100.0%
+326.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.4% | +9.3% | +1.8% |
| 7D | +1.4% | -4.4% | +5.8% | +1.4% |
| 30D | -3.6% | -40.8% | +37.2% | -3.7% |
| 3M | -10.2% | -94.1% | +84.0% | -10.4% |
| 6M | +54.2% | -98.2% | +152.4% | +53.8% |
| YTD | +75.2% | -98.0% | +173.2% | +74.2% |
| 1Y | +107.5% | -100.0% | +207.5% | +107.0% |
| 3Y | +226.8% | -100.0% | +326.7% | +203.4% |
| All | +226.8% | -100.0% | +326.7% | +203.4% |
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 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