-100.0%
VIVK vs SFM
+268.6%
-368.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.6% |
| 7D | -9.5% | -8.8% | -0.7% | -8.6% |
| 30D | -35.1% | -14.5% | -20.7% | -34.1% |
| 3M | -93.4% | -16.8% | -76.5% | -93.3% |
| 6M | -98.0% | -5.3% | -92.6% | -98.0% |
| YTD | -97.9% | -9.4% | -88.5% | -97.8% |
| 1Y | -100.0% | -46.2% | -53.8% | -100.0% |
| 3Y | -100.0% | +81.3% | -181.3% | -100.0% |
| 5Y | -100.0% | +211.9% | -311.9% | -100.0% |
| All | -100.0% | +268.6% | -368.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling