+365.4%
STX vs VIVK
-100.0%
+465.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -12.3% | +18.7% | +6.2% |
| 7D | +2.4% | -1.4% | +3.7% | +2.4% |
| 30D | +1.4% | -43.6% | +45.0% | +0.7% |
| 3M | -8.2% | -95.1% | +86.9% | -12.0% |
| 6M | +127.0% | -98.2% | +225.2% | +116.6% |
| YTD | +209.1% | -97.9% | +307.1% | +197.5% |
| 1Y | +365.4% | -100.0% | +465.4% | +343.6% |
| All | +365.4% | -100.0% | +465.4% | +343.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling