-100.0%
VIVK vs SFM
-35.8%
-64.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.6% | -31.1% | -27.1% |
| 7D | -68.7% | -12.3% | -56.4% | -67.7% |
| 30D | -90.0% | -16.2% | -73.8% | -89.6% |
| 3M | -98.1% | -36.8% | -61.3% | -98.0% |
| 6M | -99.9% | -32.6% | -67.3% | -99.9% |
| YTD | -99.9% | -31.7% | -68.2% | -99.9% |
| 1Y | -100.0% | -35.0% | -65.0% | -100.0% |
| All | -100.0% | -35.8% | -64.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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