-100.0%
VIVK vs STLD
+790.2%
-890.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.4% |
| 7D | -38.6% | +6.9% | -45.5% | -39.7% |
| 30D | -87.7% | -1.5% | -86.3% | -87.7% |
| 3M | -98.9% | -9.7% | -89.2% | -98.8% |
| 6M | -100.0% | +2.3% | -102.3% | -100.0% |
| YTD | -100.0% | +41.0% | -141.0% | -100.0% |
| 1Y | -100.0% | +51.8% | -151.8% | -100.0% |
| 3Y | -100.0% | +126.4% | -226.4% | -100.0% |
| 5Y | -100.0% | +285.7% | -385.7% | -100.0% |
| All | -100.0% | +790.2% | -890.2% | -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 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