-100.0%
VIVK vs STLA
-63.2%
-36.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.9% | -4.5% | -6.2% |
| 7D | -7.9% | +0.4% | -8.3% | -7.9% |
| 30D | -42.0% | -5.2% | -36.8% | -41.8% |
| 3M | -92.5% | -24.9% | -67.6% | -92.4% |
| 6M | -98.0% | -25.2% | -72.8% | -98.0% |
| YTD | -97.9% | -51.4% | -46.5% | -97.9% |
| 1Y | -100.0% | -40.7% | -59.3% | -100.0% |
| 3Y | -100.0% | -66.3% | -33.7% | -100.0% |
| 5Y | -100.0% | -63.2% | -36.8% | -100.0% |
| All | -100.0% | -63.2% | -36.8% | -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