-100.0%
VIVK vs SMTC
+579.3%
-679.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +5.1% | -12.5% | -7.9% |
| 7D | -4.4% | +13.1% | -17.5% | -5.7% |
| 30D | -40.8% | +19.5% | -60.3% | -42.1% |
| 3M | -94.1% | +2.2% | -96.4% | -94.2% |
| 6M | -98.2% | +94.9% | -193.1% | -98.4% |
| YTD | -98.0% | +127.0% | -225.0% | -98.3% |
| 1Y | -100.0% | +174.6% | -274.5% | -100.0% |
| 3Y | -100.0% | +615.9% | -715.9% | -100.0% |
| All | -100.0% | +579.3% | -679.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling