+277.2%
SU vs VIVK
-100.0%
+377.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | +1.7% | -9.5% | +11.1% | +1.7% |
| 30D | +9.6% | -35.1% | +44.7% | +9.7% |
| 3M | +11.7% | -93.4% | +105.1% | +11.9% |
| 6M | +21.9% | -98.0% | +119.9% | +22.1% |
| YTD | +58.6% | -97.9% | +156.5% | +58.8% |
| 1Y | +66.5% | -100.0% | +166.5% | +67.0% |
| 3Y | +121.4% | -100.0% | +221.4% | +122.0% |
| 5Y | +355.7% | -100.0% | +455.7% | +356.9% |
| 10Y | +264.2% | -100.0% | +364.2% | +266.3% |
| All | +277.2% | -100.0% | +377.2% | +302.7% |
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