+3,476.8%
STX vs VIVK
-100.0%
+3,576.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -2.7% |
| 7D | +8.0% | -9.5% | +17.4% | +8.0% |
| 30D | +5.1% | -35.1% | +40.2% | +5.1% |
| 3M | +5.8% | -93.4% | +99.1% | +5.6% |
| 6M | +124.9% | -98.0% | +222.9% | +124.6% |
| YTD | +213.9% | -97.9% | +311.8% | +212.8% |
| 1Y | +350.4% | -100.0% | +450.4% | +354.4% |
| 3Y | +1,314.2% | -100.0% | +1,414.2% | +1,322.1% |
| 5Y | +1,092.8% | -100.0% | +1,192.8% | +1,098.5% |
| All | +3,476.8% | -100.0% | +3,576.8% | +3,382.9% |
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