-100.0%
VIVK vs SPG
+64.5%
-164.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.4% |
| 7D | -4.4% | -1.2% | -3.2% | -4.1% |
| 30D | -40.8% | -6.1% | -34.7% | -39.9% |
| 3M | -94.1% | -3.6% | -90.5% | -94.1% |
| 6M | -98.2% | +10.4% | -108.6% | -98.2% |
| YTD | -98.0% | +14.4% | -112.4% | -98.1% |
| 1Y | -100.0% | +16.5% | -116.5% | -100.0% |
| 3Y | -100.0% | +106.8% | -206.8% | -100.0% |
| 5Y | -100.0% | +108.9% | -208.9% | -100.0% |
| All | -100.0% | +64.5% | -164.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPG 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling