+517.6%
SPMO vs VIVK
-100.0%
+617.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.6% |
| 7D | -0.9% | -4.4% | +3.4% | -0.9% |
| 30D | -1.9% | -40.8% | +38.9% | -1.8% |
| 3M | -1.4% | -94.1% | +92.8% | -0.7% |
| 6M | +25.5% | -98.2% | +123.7% | +26.5% |
| YTD | +24.8% | -98.0% | +122.9% | +25.5% |
| 1Y | +24.5% | -100.0% | +124.5% | +26.5% |
| 3Y | +157.1% | -100.0% | +257.1% | +160.6% |
| 5Y | +149.5% | -100.0% | +249.5% | +152.9% |
| All | +517.6% | -100.0% | +617.6% | +532.3% |
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