-100.0%
VIVK vs STT
+203.8%
-303.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +7.9% |
| 7D | +13.1% | +2.2% | +10.9% | +12.5% |
| 30D | -29.7% | +3.9% | -33.6% | -30.3% |
| 3M | -93.0% | +19.2% | -112.1% | -93.3% |
| 6M | -98.0% | +60.4% | -158.3% | -98.3% |
| YTD | -97.8% | +51.5% | -149.2% | -98.1% |
| 1Y | -100.0% | +76.3% | -176.3% | -100.0% |
| 3Y | -100.0% | +200.7% | -300.7% | -100.0% |
| All | -100.0% | +203.8% | -303.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling