+27.1%
SW vs VIVK
-100.0%
+127.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +34.1% | -35.1% | -0.8% |
| 7D | +2.3% | -42.9% | +45.3% | +2.2% |
| 30D | +6.8% | -88.6% | +95.4% | +6.4% |
| 3M | -5.2% | -97.7% | +92.5% | -5.9% |
| 6M | +7.4% | -99.9% | +107.3% | +6.4% |
| YTD | +17.4% | -99.9% | +117.3% | +15.4% |
| 1Y | +27.1% | -100.0% | +127.1% | +26.4% |
| All | +27.1% | -100.0% | +127.1% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling