-100.0%
VIVK vs STLA
-74.6%
-25.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.5% | -7.4% |
| 7D | -57.7% | -13.8% | -43.9% | -57.1% |
| 30D | -87.3% | -10.5% | -76.7% | -87.1% |
| 3M | -98.9% | -28.9% | -70.0% | -98.9% |
| 6M | -100.0% | -49.7% | -50.2% | -99.9% |
| YTD | -100.0% | -64.9% | -35.0% | -100.0% |
| 1Y | -100.0% | -64.0% | -36.0% | -100.0% |
| 3Y | -100.0% | -77.4% | -22.6% | -100.0% |
| All | -100.0% | -74.6% | -25.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling