-100.0%
VIVK vs STLD
+46.8%
-146.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.2% | -4.2% | -6.3% |
| 7D | -57.7% | +2.9% | -60.6% | -58.5% |
| 30D | -87.3% | -5.6% | -81.7% | -86.9% |
| 3M | -98.9% | -11.7% | -87.2% | -98.9% |
| 6M | -100.0% | -2.8% | -97.2% | -99.9% |
| YTD | -100.0% | +36.4% | -136.4% | -100.0% |
| 1Y | -100.0% | +50.0% | -150.0% | -100.0% |
| All | -100.0% | +46.8% | -146.8% | -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 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