+2,439.3%
SAP vs VIAV
+695.9%
+1,743.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -3.9% | +23.7% | -27.6% | -8.9% |
| 30D | +6.5% | -21.2% | +27.7% | +10.7% |
| 3M | +14.7% | -24.5% | +39.2% | +18.4% |
| 6M | +39.9% | -39.1% | +79.0% | +46.6% |
| YTD | -2.0% | +82.6% | -84.6% | -25.5% |
| 1Y | -6.0% | +82.7% | -88.7% | -28.8% |
| 3Y | +67.7% | +315.1% | -247.4% | -1.7% |
| 5Y | +78.8% | +113.4% | -34.6% | +22.3% |
| 10Y | +229.3% | +317.2% | -87.9% | +83.3% |
| All | +2,439.3% | +695.9% | +1,743.4% | +1,066.0% |
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