-100.0%
VIVK vs SPG
+103.4%
-203.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -9.5% | -2.2% | -7.3% | -8.9% |
| 30D | -35.1% | -5.8% | -29.3% | -34.1% |
| 3M | -93.4% | -2.8% | -90.6% | -93.3% |
| 6M | -98.0% | +8.9% | -106.9% | -98.0% |
| YTD | -97.9% | +14.3% | -112.1% | -97.9% |
| 1Y | -100.0% | +19.5% | -119.4% | -100.0% |
| 3Y | -100.0% | +106.9% | -206.8% | -100.0% |
| 5Y | -100.0% | +108.7% | -208.7% | -100.0% |
| All | -100.0% | +103.4% | -203.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling