+846.2%
STM vs VIVK
-100.0%
+946.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -12.3% | +14.2% | +1.9% |
| 7D | +5.8% | -1.4% | +7.2% | +5.8% |
| 30D | -1.0% | -43.6% | +42.6% | -1.0% |
| 3M | -33.3% | -95.1% | +61.9% | -33.1% |
| 6M | +57.4% | -98.2% | +155.6% | +57.8% |
| YTD | +102.2% | -97.9% | +200.1% | +102.6% |
| 1Y | +99.6% | -100.0% | +199.6% | +100.7% |
| 3Y | +14.5% | -100.0% | +114.5% | +15.1% |
| 5Y | +21.4% | -100.0% | +121.4% | +22.0% |
| 10Y | +695.0% | -100.0% | +795.0% | +694.1% |
| All | +846.2% | -100.0% | +946.2% | +848.6% |
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