-100.0%
VIVK vs SPYG
+85.2%
-185.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.5% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | -40.8% | -1.5% | -39.3% | -40.6% |
| 3M | -94.1% | +3.7% | -97.9% | -94.2% |
| 6M | -98.2% | +16.4% | -114.6% | -98.3% |
| YTD | -98.0% | +13.3% | -111.3% | -98.1% |
| 1Y | -100.0% | +17.9% | -117.8% | -100.0% |
| 3Y | -100.0% | +98.3% | -198.3% | -100.0% |
| All | -100.0% | +85.2% | -185.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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