-100.0%
VIVK vs SFM
+132.6%
-232.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.9% | -15.2% | -12.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.5% |
| 30D | -43.6% | -4.4% | -39.2% | -43.4% |
| 3M | -95.1% | +1.5% | -96.7% | -95.2% |
| 6M | -98.2% | +6.5% | -104.7% | -98.2% |
| YTD | -97.9% | +2.2% | -100.1% | -97.9% |
| 1Y | -100.0% | -41.9% | -58.1% | -100.0% |
| 3Y | -100.0% | +106.8% | -206.7% | -100.0% |
| 5Y | -100.0% | +231.6% | -331.6% | -100.0% |
| 10Y | -100.0% | +258.4% | -358.4% | -100.0% |
| All | -100.0% | +132.6% | -232.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling