-100.0%
VIVK vs STT
+158.4%
-258.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | -7.9% | +1.0% | -8.9% | -8.0% |
| 30D | -42.0% | +2.8% | -44.7% | -42.2% |
| 3M | -92.5% | +18.1% | -110.6% | -92.7% |
| 6M | -98.0% | +59.2% | -157.2% | -98.2% |
| YTD | -97.9% | +51.5% | -149.4% | -98.1% |
| 1Y | -100.0% | +75.7% | -175.6% | -100.0% |
| 3Y | -100.0% | +200.8% | -300.7% | -100.0% |
| 5Y | -100.0% | +155.8% | -255.8% | -100.0% |
| All | -100.0% | +158.4% | -258.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling