-100.0%
VIVK vs SAN
+357.1%
-457.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.3% | -9.6% | -7.6% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -40.8% | +0.9% | -41.8% | -40.8% |
| 3M | -94.1% | +19.1% | -113.3% | -94.3% |
| 6M | -98.2% | +33.2% | -131.4% | -98.3% |
| YTD | -98.0% | +29.1% | -127.1% | -98.1% |
| 1Y | -100.0% | +50.2% | -150.2% | -100.0% |
| 3Y | -100.0% | +351.0% | -451.0% | -100.0% |
| 5Y | -100.0% | +394.7% | -494.7% | -100.0% |
| All | -100.0% | +357.1% | -457.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling