-100.0%
VIVK vs STLD
+2,097.8%
-2,197.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.7% | -12.2% |
| 7D | -1.4% | +3.1% | -4.5% | -1.5% |
| 30D | -43.6% | -9.0% | -34.6% | -43.2% |
| 3M | -95.1% | -12.4% | -82.8% | -95.1% |
| 6M | -98.2% | +25.5% | -123.7% | -98.2% |
| YTD | -97.9% | +43.6% | -141.5% | -98.0% |
| 1Y | -100.0% | +87.2% | -187.2% | -100.0% |
| 3Y | -100.0% | +135.2% | -235.2% | -100.0% |
| 5Y | -100.0% | +290.9% | -390.9% | -100.0% |
| 10Y | -100.0% | +1,113.5% | -1,213.4% | -100.0% |
| All | -100.0% | +2,097.8% | -2,197.8% | -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 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