-100.0%
VIVK vs SITM
+47.5%
-147.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -9.4% | -18.1% | -26.5% |
| 7D | -68.7% | -19.5% | -49.1% | -68.0% |
| 30D | -90.0% | -43.2% | -46.8% | -89.7% |
| 3M | -98.1% | -30.8% | -67.2% | -98.0% |
| 6M | -99.9% | -28.6% | -71.3% | -99.9% |
| YTD | -99.9% | +14.2% | -114.1% | -99.9% |
| 1Y | -100.0% | +44.4% | -144.4% | -100.0% |
| All | -100.0% | +47.5% | -147.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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