-100.0%
VIVK vs SNY
+158.0%
-258.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.4% |
| 7D | -4.4% | -3.3% | -1.1% | -4.5% |
| 30D | -40.8% | -2.2% | -38.7% | -40.8% |
| 3M | -94.1% | -3.0% | -91.1% | -94.1% |
| 6M | -98.2% | +2.7% | -100.9% | -98.2% |
| YTD | -98.0% | -6.8% | -91.2% | -98.0% |
| 1Y | -100.0% | -5.3% | -94.7% | -100.0% |
| 3Y | -100.0% | -9.8% | -90.2% | -100.0% |
| 5Y | -100.0% | +9.7% | -109.7% | -100.0% |
| 10Y | -100.0% | +64.5% | -164.5% | -100.0% |
| All | -100.0% | +158.0% | -258.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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