-100.0%
VIVK vs SPG
+756.4%
-856.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.3% | -7.2% | -7.4% |
| 7D | -57.7% | +2.0% | -59.7% | -57.9% |
| 30D | -87.3% | +17.2% | -104.5% | -87.8% |
| 3M | -98.9% | +6.3% | -105.2% | -98.9% |
| 6M | -100.0% | +18.7% | -118.6% | -100.0% |
| YTD | -100.0% | +30.1% | -130.1% | -100.0% |
| 1Y | -100.0% | +32.8% | -132.8% | -100.0% |
| 3Y | -100.0% | +133.6% | -233.6% | -100.0% |
| 5Y | -100.0% | +84.4% | -184.4% | -100.0% |
| 10Y | -100.0% | +114.3% | -214.3% | -100.0% |
| All | -100.0% | +756.4% | -856.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling