-100.0%
VIVK vs SIMO
+10,600.9%
-10,700.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +8.7% | -21.0% | -12.9% |
| 7D | -1.4% | +4.2% | -5.6% | -1.8% |
| 30D | -43.6% | +4.1% | -47.7% | -44.0% |
| 3M | -95.1% | -12.9% | -82.3% | -95.1% |
| 6M | -98.2% | +110.3% | -208.5% | -98.3% |
| YTD | -97.9% | +178.6% | -276.5% | -98.1% |
| 1Y | -100.0% | +220.0% | -320.0% | -100.0% |
| 3Y | -100.0% | +409.0% | -509.0% | -100.0% |
| 5Y | -100.0% | +277.3% | -377.3% | -100.0% |
| 10Y | -100.0% | +506.6% | -606.6% | -100.0% |
| All | -100.0% | +10,600.9% | -10,700.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling