+7,875.4%
STX vs VIVK
-100.0%
+7,975.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -1.2% |
| 7D | +16.8% | -38.6% | +55.5% | +16.9% |
| 30D | -27.0% | -87.7% | +60.7% | -26.9% |
| 3M | -37.9% | -98.9% | +61.0% | -37.7% |
| 6M | -32.5% | -100.0% | +67.5% | -32.2% |
| YTD | +98.6% | -100.0% | +198.6% | +99.3% |
| 1Y | +93.6% | -100.0% | +193.6% | +94.8% |
| 3Y | +699.1% | -100.0% | +799.1% | +703.9% |
| 5Y | +481.0% | -100.0% | +581.0% | +484.8% |
| 10Y | +2,082.0% | -100.0% | +2,182.0% | +2,080.7% |
| All | +7,875.4% | -100.0% | +7,975.4% | +7,816.5% |
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