-100.0%
VIVK vs SIMO
+239.1%
-339.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +7.2% | -14.6% | -7.1% |
| 7D | -4.4% | +11.0% | -15.4% | -4.0% |
| 30D | -40.8% | +17.9% | -58.7% | -40.3% |
| 3M | -94.1% | +3.9% | -98.0% | -94.1% |
| 6M | -98.2% | +131.0% | -229.2% | -97.9% |
| YTD | -98.0% | +209.3% | -307.3% | -98.1% |
| 1Y | -100.0% | +223.8% | -323.7% | -100.0% |
| All | -100.0% | +239.1% | -339.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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