+1,688.3%
STRL vs VIVK
-100.0%
+1,788.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.5% | +4.4% | -3.1% |
| 7D | +15.7% | -57.7% | +73.3% | +15.6% |
| 30D | -35.5% | -87.3% | +51.8% | -35.6% |
| 3M | -47.1% | -98.9% | +51.8% | -47.3% |
| 6M | -65.8% | -100.0% | +34.2% | -66.0% |
| YTD | -4.5% | -100.0% | +95.4% | -5.0% |
| 1Y | -10.5% | -100.0% | +89.5% | -11.2% |
| 3Y | +340.6% | -100.0% | +440.6% | +337.3% |
| 5Y | +911.0% | -100.0% | +1,011.0% | +902.8% |
| 10Y | +3,727.1% | -100.0% | +3,827.1% | +3,752.1% |
| All | +1,688.3% | -100.0% | +1,788.3% | +1,807.4% |
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