+175.5%
SAP vs VIAV
+425.2%
-249.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.3% | +13.6% | -13.8% | -2.3% |
| 30D | +0.3% | +5.3% | -5.0% | -1.2% |
| 3M | +16.9% | -15.6% | +32.5% | +17.5% |
| 6M | +6.3% | +34.0% | -27.7% | -5.7% |
| YTD | -12.4% | +119.9% | -132.3% | -33.4% |
| 1Y | -21.6% | +235.2% | -256.8% | -47.9% |
| 3Y | +54.8% | +299.8% | -245.0% | -6.8% |
| 5Y | +56.2% | +140.1% | -83.9% | +9.9% |
| All | +175.5% | +425.2% | -249.7% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling