-100.0%
VIVK vs STLD
+89.3%
-189.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.7% | -11.8% |
| 7D | -1.4% | +3.1% | -4.5% | -2.0% |
| 30D | -43.6% | -9.0% | -34.6% | -42.5% |
| 3M | -95.1% | -12.4% | -82.8% | -95.1% |
| 6M | -98.2% | +25.5% | -123.7% | -98.3% |
| YTD | -97.9% | +43.6% | -141.5% | -98.1% |
| 1Y | -100.0% | +87.2% | -187.2% | -100.0% |
| All | -100.0% | +89.3% | -189.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling