+2,448.5%
SAP vs VIAV
+651.4%
+1,797.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +1.7% |
| 7D | +0.6% | +7.9% | -7.3% | -1.4% |
| 30D | +6.5% | -20.3% | +26.8% | +10.4% |
| 3M | +12.2% | -28.5% | +40.8% | +17.3% |
| 6M | +46.1% | -42.7% | +88.8% | +55.2% |
| YTD | -1.6% | +72.4% | -74.0% | -24.3% |
| 1Y | -5.1% | +81.5% | -86.6% | -28.1% |
| 3Y | +68.4% | +293.8% | -225.5% | -0.1% |
| 5Y | +79.4% | +101.4% | -22.0% | +24.3% |
| 10Y | +230.5% | +293.8% | -63.4% | +86.3% |
| All | +2,448.5% | +651.4% | +1,797.1% | +1,085.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling