-100.0%
VIVK vs STLD
+1,971.1%
-2,071.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +2.1% | -25.6% | -23.7% |
| 7D | -44.2% | -9.7% | -34.6% | -43.7% |
| 30D | -90.0% | -4.5% | -85.5% | -90.0% |
| 3M | -98.0% | -13.1% | -84.9% | -98.0% |
| 6M | -99.9% | -2.8% | -97.2% | -99.9% |
| YTD | -99.9% | +35.3% | -135.3% | -99.9% |
| 1Y | -100.0% | +51.4% | -151.4% | -100.0% |
| 3Y | -100.0% | +117.9% | -217.9% | -100.0% |
| 5Y | -100.0% | +272.6% | -372.6% | -100.0% |
| 10Y | -100.0% | +782.2% | -882.2% | -100.0% |
| All | -100.0% | +1,971.1% | -2,071.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling