+21.1%
STM vs VIVK
-100.0%
+121.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.5% |
| 7D | +5.2% | +13.1% | -7.8% | +5.2% |
| 30D | -7.4% | -29.7% | +22.3% | -7.4% |
| 3M | -30.6% | -93.0% | +62.3% | -30.1% |
| 6M | +66.4% | -98.0% | +164.3% | +68.2% |
| YTD | +101.1% | -97.8% | +198.9% | +101.9% |
| 1Y | +97.4% | -100.0% | +197.3% | +97.9% |
| 3Y | +21.1% | -100.0% | +121.1% | +14.5% |
| All | +21.1% | -100.0% | +121.1% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling