-100.0%
VIVK vs SM
-1.2%
-98.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.4% |
| 7D | -7.9% | -0.2% | -7.7% | -7.8% |
| 30D | -42.0% | +20.3% | -62.2% | -43.6% |
| 3M | -92.5% | +22.9% | -115.4% | -92.7% |
| 6M | -98.0% | +47.8% | -145.8% | -98.1% |
| YTD | -97.9% | +107.5% | -205.4% | -98.0% |
| 1Y | -100.0% | +51.7% | -151.7% | -100.0% |
| All | -100.0% | -1.2% | -98.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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