+171.3%
SAP vs VIAV
+401.3%
-230.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.9% |
| 7D | -5.1% | +11.2% | -16.3% | -6.7% |
| 30D | -1.8% | -2.6% | +0.8% | -2.0% |
| 3M | +20.9% | -20.1% | +41.1% | +22.6% |
| 6M | +7.0% | +25.8% | -18.8% | -4.1% |
| YTD | -13.7% | +109.9% | -123.6% | -34.0% |
| 1Y | -19.6% | +214.3% | -233.9% | -45.9% |
| 3Y | +52.4% | +281.6% | -229.2% | -7.6% |
| 5Y | +54.4% | +132.6% | -78.2% | +8.8% |
| All | +171.3% | +401.3% | -230.0% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIAV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling