-100.0%
VIVK vs STT
+53.6%
-153.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +2.2% | -29.6% | -27.3% |
| 7D | -68.7% | -0.1% | -68.6% | -68.6% |
| 30D | -90.0% | -1.7% | -88.4% | -90.0% |
| 3M | -98.1% | -6.4% | -91.7% | -98.1% |
| 6M | -99.9% | +17.7% | -117.6% | -99.9% |
| YTD | -99.9% | +36.9% | -136.8% | -99.9% |
| 1Y | -100.0% | +52.0% | -152.0% | -100.0% |
| All | -100.0% | +53.6% | -153.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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