-100.0%
VIVK vs SMTC
+822.6%
-922.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.8% | -7.2% | -6.4% |
| 7D | -7.9% | +22.5% | -30.4% | -9.2% |
| 30D | -42.0% | +24.9% | -66.8% | -42.9% |
| 3M | -92.5% | +4.1% | -96.6% | -92.6% |
| 6M | -98.0% | +92.6% | -190.6% | -98.1% |
| YTD | -97.9% | +122.5% | -220.4% | -98.1% |
| 1Y | -100.0% | +166.2% | -266.2% | -100.0% |
| 3Y | -100.0% | +577.2% | -677.1% | -100.0% |
| 5Y | -100.0% | +119.0% | -219.0% | -100.0% |
| 10Y | -100.0% | +527.9% | -627.9% | -100.0% |
| All | -100.0% | +822.6% | -922.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling