+363.5%
SE vs VIAV
+224.7%
+138.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +2.7% |
| 7D | -0.5% | +7.9% | -8.4% | -3.1% |
| 30D | -20.9% | -20.3% | -0.6% | -16.8% |
| 3M | -38.9% | -28.5% | -10.3% | -34.8% |
| 6M | -19.4% | -42.7% | +23.3% | -10.7% |
| YTD | -40.9% | +72.4% | -113.3% | -61.0% |
| 1Y | -46.2% | +81.5% | -127.6% | -65.5% |
| 3Y | +63.7% | +293.8% | -230.1% | -36.0% |
| 5Y | -77.9% | +101.4% | -179.4% | -86.9% |
| All | +363.5% | +224.7% | +138.7% | +126.5% |
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