+338.3%
SU vs VIVK
-100.0%
+438.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.2% | 0.0% |
| 7D | +2.2% | -4.4% | +6.6% | +2.3% |
| 30D | +8.4% | -40.8% | +49.3% | +9.5% |
| 3M | +12.1% | -94.1% | +106.2% | +17.0% |
| 6M | +19.7% | -98.2% | +117.9% | +26.1% |
| YTD | +58.4% | -98.0% | +156.4% | +64.3% |
| 1Y | +67.2% | -100.0% | +167.2% | +86.5% |
| 3Y | +125.0% | -100.0% | +225.0% | +146.1% |
| All | +338.3% | -100.0% | +438.3% | +383.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling