-100.0%
VIVK vs SCHG
+16.6%
-116.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.9% | -11.5% | -11.8% |
| 7D | -1.4% | -0.7% | -0.7% | -0.9% |
| 30D | -43.6% | +0.2% | -43.8% | -43.6% |
| 3M | -95.1% | +2.2% | -97.4% | -95.0% |
| 6M | -98.2% | +15.0% | -113.2% | -98.5% |
| YTD | -97.9% | +9.2% | -107.1% | -98.1% |
| 1Y | -100.0% | +15.7% | -115.7% | -100.0% |
| All | -100.0% | +16.6% | -116.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling