+1,744.6%
STRL vs VIVK
-100.0%
+1,844.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.8% | -0.7% |
| 7D | +23.4% | -38.6% | +62.1% | +23.4% |
| 30D | -39.5% | -87.7% | +48.2% | -39.6% |
| 3M | -45.1% | -98.9% | +53.8% | -45.3% |
| 6M | -64.6% | -100.0% | +35.4% | -64.8% |
| YTD | -1.5% | -100.0% | +98.4% | -2.0% |
| 1Y | -20.8% | -100.0% | +79.2% | -21.4% |
| 3Y | +353.1% | -100.0% | +453.1% | +349.7% |
| 5Y | +942.9% | -100.0% | +1,042.9% | +934.4% |
| 10Y | +3,847.6% | -100.0% | +3,947.6% | +3,873.6% |
| All | +1,744.6% | -100.0% | +1,844.6% | +1,867.5% |
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