-100.0%
VIVK vs STLD
+80.5%
-180.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +7.9% |
| 7D | +13.1% | +2.7% | +10.4% | +12.4% |
| 30D | -29.7% | -8.4% | -21.2% | -28.3% |
| 3M | -93.0% | -9.9% | -83.1% | -92.9% |
| 6M | -98.0% | +33.0% | -131.0% | -98.0% |
| YTD | -97.8% | +42.6% | -140.3% | -98.0% |
| All | -100.0% | +80.5% | -180.5% | -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