+2,875.5%
STRL vs VIVK
-100.0%
+2,975.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -12.3% | +18.1% | +5.7% |
| 7D | +3.4% | -1.4% | +4.8% | +3.4% |
| 30D | -9.2% | -43.6% | +34.4% | -9.3% |
| 3M | -51.0% | -95.1% | +44.1% | -51.2% |
| 6M | +15.8% | -98.2% | +114.0% | +15.5% |
| YTD | +58.9% | -97.9% | +156.8% | +58.5% |
| 1Y | +68.5% | -100.0% | +168.5% | +67.6% |
| 3Y | +485.2% | -100.0% | +585.2% | +482.5% |
| 5Y | +2,005.1% | -100.0% | +2,105.1% | +1,995.1% |
| 10Y | +7,118.0% | -100.0% | +7,217.9% | +7,192.4% |
| All | +2,875.5% | -100.0% | +2,975.5% | +3,083.7% |
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