-100.0%
VIVK vs STLA
-47.7%
-52.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.5% | -7.4% |
| 7D | -57.7% | -13.8% | -43.9% | -57.2% |
| 30D | -87.3% | -10.5% | -76.7% | -87.2% |
| 3M | -98.9% | -28.9% | -70.0% | -98.9% |
| 6M | -100.0% | -49.7% | -50.2% | -100.0% |
| All | -100.0% | -47.7% | -52.2% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling