+742.9%
STM vs VIVK
-100.0%
+842.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +0.4% |
| 7D | +16.3% | -38.6% | +54.9% | +16.3% |
| 30D | -6.3% | -87.7% | +81.5% | -6.1% |
| 3M | -14.1% | -98.9% | +84.8% | -13.7% |
| 6M | -19.6% | -100.0% | +80.4% | -19.0% |
| YTD | +80.1% | -100.0% | +180.1% | +81.2% |
| 1Y | +95.4% | -100.0% | +195.4% | +97.0% |
| 3Y | +14.7% | -100.0% | +114.7% | +15.7% |
| 5Y | -5.4% | -100.0% | +94.6% | -4.5% |
| 10Y | +465.5% | -100.0% | +565.5% | +467.3% |
| All | +742.9% | -100.0% | +842.9% | +748.5% |
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 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