-100.0%
VIVK vs SFM
+140.2%
-240.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.3% | -8.8% | -7.6% |
| 7D | -57.7% | +6.0% | -63.7% | -57.9% |
| 30D | -87.3% | -19.5% | -67.8% | -87.0% |
| 3M | -98.9% | -37.0% | -61.9% | -98.9% |
| 6M | -100.0% | -41.0% | -58.9% | -99.9% |
| YTD | -100.0% | -34.6% | -65.3% | -100.0% |
| 1Y | -100.0% | -36.3% | -63.7% | -100.0% |
| 3Y | -100.0% | +24.5% | -124.5% | -100.0% |
| 5Y | -100.0% | +115.9% | -215.9% | -100.0% |
| All | -100.0% | +140.2% | -240.2% | -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 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