-100.0%
VIVK vs SMTC
+154.8%
-254.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +9.2% | -21.5% | -14.1% |
| 7D | -1.4% | +12.7% | -14.1% | -3.9% |
| 30D | -43.6% | +22.0% | -65.6% | -46.7% |
| 3M | -95.1% | -12.7% | -82.5% | -95.0% |
| 6M | -98.2% | +64.8% | -163.0% | -98.8% |
| YTD | -97.9% | +100.7% | -198.6% | -99.0% |
| 1Y | -100.0% | +146.9% | -246.9% | -100.0% |
| All | -100.0% | +154.8% | -254.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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