+23.6%
SYY vs VIVK
-100.0%
+123.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.1% |
| 7D | +3.9% | -4.4% | +8.3% | +4.0% |
| 30D | -1.7% | -40.8% | +39.1% | -1.6% |
| 3M | +5.2% | -94.1% | +99.3% | +5.9% |
| 6M | -0.2% | -98.2% | +98.0% | +0.6% |
| YTD | +15.4% | -98.0% | +113.4% | +16.0% |
| 1Y | +5.6% | -100.0% | +105.6% | +7.4% |
| 3Y | +28.9% | -100.0% | +128.9% | +30.5% |
| All | +23.6% | -100.0% | +123.6% | +26.1% |
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