-100.0%
VIVK vs SAN
+151.2%
-251.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.1% | +7.7% |
| 7D | +13.1% | +3.3% | +9.7% | +12.9% |
| 30D | -29.7% | +1.1% | -30.8% | -29.7% |
| 3M | -93.0% | +22.2% | -115.2% | -93.1% |
| 6M | -98.0% | +36.0% | -134.0% | -98.0% |
| YTD | -97.8% | +28.2% | -126.0% | -97.8% |
| 1Y | -100.0% | +54.1% | -154.1% | -100.0% |
| 3Y | -100.0% | +354.2% | -454.2% | -100.0% |
| 5Y | -100.0% | +387.3% | -487.3% | -100.0% |
| 10Y | -100.0% | +334.8% | -434.8% | -100.0% |
| All | -100.0% | +151.2% | -251.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling