-100.0%
VIVK vs SIMO
+462.5%
-562.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.2% | +1.5% | +8.1% |
| 7D | +13.1% | +14.6% | -1.6% | +14.5% |
| 30D | -29.7% | +6.2% | -35.9% | -29.1% |
| 3M | -93.0% | +3.6% | -96.5% | -92.8% |
| 6M | -98.0% | +130.8% | -228.7% | -97.6% |
| YTD | -97.8% | +195.8% | -293.5% | -97.3% |
| 1Y | -100.0% | +225.0% | -325.0% | -100.0% |
| 3Y | -100.0% | +452.3% | -552.3% | -100.0% |
| All | -100.0% | +462.5% | -562.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling