-100.0%
VIVK vs STLA
+263.8%
-363.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.3% | -13.6% | -12.3% |
| 7D | -1.4% | +2.6% | -4.0% | -1.4% |
| 30D | -43.6% | -1.2% | -42.4% | -43.6% |
| 3M | -95.1% | -24.8% | -70.4% | -95.1% |
| 6M | -98.2% | -25.6% | -72.6% | -98.2% |
| YTD | -97.9% | -48.9% | -49.0% | -97.9% |
| 1Y | -100.0% | -38.8% | -61.2% | -100.0% |
| 3Y | -100.0% | -64.5% | -35.4% | -100.0% |
| 5Y | -100.0% | -62.4% | -37.6% | -100.0% |
| 10Y | -100.0% | +55.4% | -155.4% | -100.0% |
| All | -100.0% | +263.8% | -363.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling