-100.0%
VIVK vs SFM
+213.6%
-313.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.5% |
| 7D | -4.4% | -10.6% | +6.2% | -3.0% |
| 30D | -40.8% | -15.5% | -25.3% | -39.6% |
| 3M | -94.1% | -17.4% | -76.7% | -94.0% |
| 6M | -98.2% | -3.4% | -94.8% | -98.2% |
| YTD | -98.0% | -8.7% | -89.3% | -98.0% |
| 1Y | -100.0% | -47.2% | -52.8% | -100.0% |
| 3Y | -100.0% | +82.7% | -182.7% | -100.0% |
| All | -100.0% | +213.6% | -313.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling