+461.8%
STM vs VIVK
-100.0%
+561.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +0.5% |
| 7D | +16.3% | -38.6% | +54.9% | +16.6% |
| 30D | -6.3% | -87.7% | +81.5% | -5.3% |
| 3M | -14.1% | -98.9% | +84.8% | -12.4% |
| 6M | -19.6% | -100.0% | +80.4% | -16.8% |
| YTD | +80.1% | -100.0% | +180.1% | +85.2% |
| 1Y | +95.4% | -100.0% | +195.4% | +103.3% |
| 3Y | +14.7% | -100.0% | +114.7% | +19.2% |
| 5Y | -5.4% | -100.0% | +94.6% | -1.3% |
| All | +461.8% | -100.0% | +561.8% | +479.1% |
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