+539.9%
STRL vs VIVK
-100.0%
+639.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.7% | -4.4% | +3.2% |
| 7D | +10.1% | +13.1% | -2.9% | +9.9% |
| 30D | -8.2% | -29.7% | +21.5% | -8.0% |
| 3M | -43.7% | -93.0% | +49.3% | -42.6% |
| 6M | +27.1% | -98.0% | +125.1% | +30.5% |
| YTD | +64.0% | -97.8% | +161.8% | +65.5% |
| 1Y | +75.2% | -100.0% | +175.1% | +84.7% |
| 3Y | +539.9% | -100.0% | +639.9% | +515.0% |
| All | +539.9% | -100.0% | +639.9% | +515.0% |
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