-100.0%
VIVK vs STLA
+51.6%
-151.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -9.5% | -3.8% | -5.6% | -9.2% |
| 30D | -35.1% | -3.1% | -32.0% | -35.0% |
| 3M | -93.4% | -19.6% | -73.7% | -93.2% |
| 6M | -98.0% | -23.5% | -74.5% | -97.9% |
| YTD | -97.9% | -51.5% | -46.3% | -97.7% |
| 1Y | -100.0% | -39.7% | -60.3% | -100.0% |
| 3Y | -100.0% | -66.3% | -33.7% | -100.0% |
| 5Y | -100.0% | -63.1% | -36.9% | -100.0% |
| All | -100.0% | +51.6% | -151.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling