+2,233.8%
SAP vs VIAV
+752.6%
+1,481.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.5% | -1.8% |
| 7D | -2.9% | -4.6% | +1.7% | -1.8% |
| 30D | +9.0% | -10.4% | +19.4% | +10.8% |
| 3M | +14.9% | -34.5% | +49.4% | +22.7% |
| 6M | +11.9% | +7.0% | +4.9% | +2.8% |
| YTD | -9.9% | +95.6% | -105.5% | -30.7% |
| 1Y | -19.5% | +197.2% | -216.7% | -45.0% |
| 3Y | +61.8% | +232.0% | -170.2% | +3.5% |
| 5Y | +56.2% | +102.2% | -46.0% | +11.5% |
| 10Y | +180.6% | +344.6% | -164.0% | +58.3% |
| All | +2,233.8% | +752.6% | +1,481.1% | +985.5% |
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