+19.0%
SPGI vs VIVK
-100.0%
+119.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -3.2% |
| 7D | -2.5% | +13.1% | -15.5% | -2.5% |
| 30D | +5.4% | -29.7% | +35.1% | +5.5% |
| 3M | +9.0% | -93.0% | +102.0% | +10.0% |
| 6M | +0.8% | -98.0% | +98.7% | +2.2% |
| YTD | -12.6% | -97.8% | +85.2% | -11.5% |
| 1Y | -16.1% | -100.0% | +83.8% | -13.2% |
| 3Y | +19.0% | -100.0% | +119.0% | +13.4% |
| All | +19.0% | -100.0% | +119.0% | +13.4% |
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