-99.9%
VIVS vs SPY
+630.3%
-730.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.6% |
| 30D | -40.4% | -0.9% | -39.5% | -39.8% |
| 3M | -76.5% | +3.9% | -80.4% | -77.1% |
| 6M | -84.7% | +14.5% | -99.2% | -86.4% |
| YTD | -84.5% | +12.9% | -97.5% | -86.2% |
| 1Y | -88.8% | +19.4% | -108.1% | -90.5% |
| 3Y | -97.9% | +78.5% | -176.4% | -98.9% |
| 5Y | -99.7% | +81.8% | -181.4% | -99.8% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -99.9% | +630.3% | -730.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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