-100.0%
VIVK vs STLD
+1,092.9%
-1,192.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.2% | -6.5% | -6.4% |
| 7D | -7.9% | -2.8% | -5.1% | -7.4% |
| 30D | -42.0% | -10.4% | -31.6% | -40.8% |
| 3M | -92.5% | -10.6% | -81.9% | -92.4% |
| 6M | -98.0% | +32.7% | -130.7% | -98.1% |
| YTD | -97.9% | +42.8% | -140.7% | -98.1% |
| 1Y | -100.0% | +86.9% | -186.9% | -100.0% |
| 3Y | -100.0% | +143.8% | -243.8% | -100.0% |
| 5Y | -100.0% | +293.5% | -393.5% | -100.0% |
| 10Y | -100.0% | +1,122.7% | -1,222.7% | -100.0% |
| All | -100.0% | +1,092.9% | -1,192.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling