-100.0%
VIVK vs SPXS
-86.0%
-14.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -7.7% |
| 7D | -4.4% | +2.5% | -6.9% | -4.1% |
| 30D | -40.8% | +4.2% | -45.0% | -40.4% |
| 3M | -94.1% | -9.3% | -84.8% | -94.2% |
| 6M | -98.2% | -30.7% | -67.5% | -98.3% |
| YTD | -98.0% | -28.1% | -70.0% | -98.1% |
| 1Y | -100.0% | -35.1% | -64.9% | -100.0% |
| 3Y | -100.0% | -79.6% | -20.4% | -100.0% |
| All | -100.0% | -86.0% | -14.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling