-100.0%
VIVK vs SPY
+75.5%
-175.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.7% |
| 7D | -9.5% | -2.0% | -7.5% | -8.7% |
| 30D | -35.1% | -1.7% | -33.5% | -34.6% |
| 3M | -93.4% | +4.7% | -98.1% | -93.5% |
| 6M | -98.0% | +12.5% | -110.5% | -98.1% |
| YTD | -97.9% | +11.7% | -109.6% | -98.0% |
| 1Y | -100.0% | +17.5% | -117.4% | -100.0% |
| All | -100.0% | +75.5% | -175.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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