+235.4%
SAP vs VIAV
+315.1%
-79.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -3.9% | +23.7% | -27.6% | -6.6% |
| 30D | +6.5% | -21.2% | +27.7% | +9.1% |
| 3M | +14.7% | -24.5% | +39.2% | +17.2% |
| 6M | +39.9% | -39.1% | +79.0% | +45.4% |
| YTD | -2.0% | +82.6% | -84.6% | -24.6% |
| 1Y | -6.0% | +82.7% | -88.7% | -28.0% |
| 3Y | +67.7% | +315.1% | -247.4% | -5.4% |
| 5Y | +78.8% | +113.4% | -34.6% | +24.5% |
| All | +235.4% | +315.1% | -79.7% | +102.2% |
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