+952.8%
STRL vs VIVK
-100.0%
+1,052.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -14.3% | +19.3% | +5.1% |
| 7D | +7.1% | -48.0% | +55.1% | +7.9% |
| 30D | -39.4% | -88.4% | +49.1% | -38.0% |
| 3M | -43.0% | -98.7% | +55.8% | -40.9% |
| 6M | -65.0% | -100.0% | +34.9% | -63.0% |
| YTD | -0.8% | -100.0% | +99.2% | +3.5% |
| 1Y | -20.3% | -100.0% | +79.7% | -15.1% |
| 3Y | +356.5% | -100.0% | +456.5% | +384.1% |
| 5Y | +952.8% | -100.0% | +1,052.8% | +1,012.6% |
| All | +952.8% | -100.0% | +1,052.8% | +1,012.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling