+29.9%
SPGI vs VIVK
-100.0%
+129.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.6% | +1.1% |
| 7D | +1.2% | -57.7% | +58.9% | +1.1% |
| 30D | +15.9% | -87.3% | +103.2% | +15.7% |
| 3M | +12.3% | -98.9% | +111.2% | +12.1% |
| 6M | +23.7% | -100.0% | +123.6% | +24.3% |
| YTD | -3.5% | -100.0% | +96.4% | -2.8% |
| 1Y | +0.4% | -100.0% | +100.4% | +1.4% |
| 3Y | +29.9% | -100.0% | +129.9% | +31.2% |
| All | +29.9% | -100.0% | +129.9% | +31.2% |
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