-100.0%
VIVK vs SPG
+106.5%
-206.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.4% | -3.9% | -5.3% |
| 7D | -7.9% | -1.7% | -6.2% | -7.1% |
| 30D | -42.0% | -6.3% | -35.7% | -40.3% |
| 3M | -92.5% | -2.4% | -90.1% | -92.4% |
| 6M | -98.0% | +9.6% | -107.6% | -98.1% |
| YTD | -97.9% | +14.2% | -112.1% | -98.1% |
| 1Y | -100.0% | +19.3% | -119.3% | -100.0% |
| All | -100.0% | +106.5% | -206.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling