+563.4%
SPMO vs VIVK
-100.0%
+663.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.3% | -1.8% |
| 7D | +0.1% | -9.5% | +9.5% | +0.1% |
| 30D | -0.7% | -35.1% | +34.4% | -0.6% |
| 3M | +2.8% | -93.4% | +96.2% | +3.4% |
| 6M | +24.4% | -98.0% | +122.4% | +25.3% |
| YTD | +24.2% | -97.9% | +122.0% | +24.7% |
| 1Y | +24.5% | -100.0% | +124.5% | +26.1% |
| 3Y | +155.6% | -100.0% | +255.6% | +158.4% |
| 5Y | +148.2% | -100.0% | +248.2% | +151.0% |
| 10Y | +514.8% | -100.0% | +614.8% | +523.5% |
| All | +563.4% | -100.0% | +663.4% | +570.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling