+424.3%
SYY vs VIVK
-100.0%
+524.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.3% | +8.5% | +2.2% |
| 7D | -0.2% | -7.9% | +7.7% | -0.2% |
| 30D | -2.7% | -42.0% | +39.2% | -2.7% |
| 3M | +5.9% | -92.5% | +98.4% | +6.0% |
| 6M | -2.3% | -98.0% | +95.7% | -2.2% |
| YTD | +13.1% | -97.9% | +111.0% | +13.2% |
| 1Y | +3.8% | -100.0% | +103.7% | +4.1% |
| 3Y | +26.7% | -100.0% | +126.7% | +27.1% |
| 5Y | +19.4% | -100.0% | +119.4% | +19.8% |
| 10Y | +112.0% | -100.0% | +212.0% | +112.1% |
| All | +424.3% | -100.0% | +524.3% | +424.6% |
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