+941.8%
SPYM vs VIVK
-100.0%
+1,041.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.2% | -0.6% |
| 7D | +0.6% | +13.1% | -12.5% | +0.6% |
| 30D | -0.9% | -29.7% | +28.7% | -0.9% |
| 3M | +3.9% | -93.0% | +96.9% | +4.0% |
| 6M | +14.5% | -98.0% | +112.5% | +14.7% |
| YTD | +13.0% | -97.8% | +110.8% | +13.1% |
| 1Y | +19.4% | -100.0% | +119.4% | +19.6% |
| 3Y | +78.9% | -100.0% | +178.8% | +79.1% |
| 5Y | +82.3% | -100.0% | +182.3% | +82.6% |
| 10Y | +314.7% | -100.0% | +414.7% | +315.5% |
| All | +941.8% | -100.0% | +1,041.8% | +957.4% |
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 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