+83.3%
SPYM vs VIVK
-100.0%
+183.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +0.6% |
| 7D | -1.0% | -4.4% | +3.3% | -1.0% |
| 30D | -1.3% | -40.8% | +39.5% | -1.1% |
| 3M | +3.6% | -94.1% | +97.7% | +4.6% |
| 6M | +13.3% | -98.2% | +111.5% | +14.7% |
| YTD | +12.4% | -98.0% | +110.4% | +13.3% |
| 1Y | +17.3% | -100.0% | +117.2% | +20.5% |
| 3Y | +76.8% | -100.0% | +176.7% | +80.4% |
| All | +83.3% | -100.0% | +183.3% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling