+96.4%
SHOP vs VIAV
+297.4%
-201.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.6% |
| 7D | -10.6% | +13.6% | -24.2% | -12.1% |
| 30D | -18.3% | +5.3% | -23.6% | -19.2% |
| 3M | +14.8% | -15.6% | +30.4% | +16.1% |
| 6M | -5.0% | +34.0% | -39.0% | -17.3% |
| YTD | -21.2% | +119.9% | -141.1% | -42.6% |
| 1Y | -11.6% | +235.2% | -246.8% | -45.4% |
| All | +96.4% | +297.4% | -201.0% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling