-100.0%
VIVK vs SCHG
+13.0%
-113.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.9% | -8.2% | -7.9% |
| 7D | -4.4% | -1.0% | -3.3% | -3.9% |
| 30D | -40.8% | -1.3% | -39.5% | -40.3% |
| 3M | -94.1% | +5.4% | -99.6% | -94.3% |
| 6M | -98.2% | +14.4% | -112.6% | -98.5% |
| YTD | -98.0% | +8.0% | -106.0% | -98.2% |
| 1Y | -100.0% | +12.7% | -112.7% | -100.0% |
| All | -100.0% | +13.0% | -113.0% | -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