+1,972.8%
STX vs VIVK
-100.0%
+2,072.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.5% | +4.4% | -3.1% |
| 7D | +14.6% | -57.7% | +72.3% | +14.8% |
| 30D | -26.0% | -87.3% | +61.3% | -25.8% |
| 3M | -42.6% | -98.9% | +56.3% | -42.5% |
| 6M | -35.3% | -100.0% | +64.7% | -35.3% |
| YTD | +92.5% | -100.0% | +192.4% | +92.0% |
| 1Y | +102.4% | -100.0% | +202.4% | +103.9% |
| 3Y | +673.8% | -100.0% | +773.8% | +677.8% |
| 5Y | +463.1% | -100.0% | +563.1% | +466.1% |
| All | +1,972.8% | -100.0% | +2,072.8% | +1,983.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling