-100.0%
VIVK vs SPXS
-36.2%
-63.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -7.9% |
| 7D | -4.4% | +2.5% | -6.9% | -3.9% |
| 30D | -40.8% | +4.2% | -45.0% | -40.2% |
| 3M | -94.1% | -9.3% | -84.8% | -94.2% |
| 6M | -98.2% | -30.7% | -67.5% | -98.5% |
| YTD | -98.0% | -28.1% | -70.0% | -98.4% |
| 1Y | -100.0% | -35.1% | -64.9% | -100.0% |
| All | -100.0% | -36.2% | -63.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling