+282.9%
SPGI vs VIVK
-100.0%
+382.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.1% |
| 7D | -7.4% | -4.4% | -3.0% | -7.4% |
| 30D | +0.4% | -40.8% | +41.2% | +0.6% |
| 3M | +5.3% | -94.1% | +99.4% | +6.6% |
| 6M | +1.7% | -98.2% | +99.9% | +3.4% |
| YTD | -16.4% | -98.0% | +81.7% | -15.3% |
| 1Y | -20.5% | -100.0% | +79.5% | -17.9% |
| 3Y | +14.2% | -100.0% | +114.2% | +17.3% |
| 5Y | +0.6% | -100.0% | +100.6% | +3.3% |
| All | +282.9% | -100.0% | +382.9% | +278.8% |
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 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