-100.0%
VIVK vs SAN
+343.8%
-443.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -6.3% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -42.0% | -0.1% | -41.9% | -41.9% |
| 3M | -92.5% | +19.6% | -112.1% | -92.7% |
| 6M | -98.0% | +32.7% | -130.7% | -98.1% |
| YTD | -97.9% | +26.7% | -124.6% | -98.0% |
| 1Y | -100.0% | +51.6% | -151.6% | -100.0% |
| All | -100.0% | +343.8% | -443.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling