+333.1%
SLV vs VIAV
+116.4%
+216.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.6% |
| 7D | -0.3% | -4.6% | +4.3% | +0.2% |
| 30D | +6.7% | -10.4% | +17.1% | +7.7% |
| 3M | -10.7% | -34.5% | +23.8% | -6.9% |
| 6M | -20.6% | +7.0% | -27.6% | -22.2% |
| YTD | -7.1% | +95.6% | -102.8% | -15.4% |
| 1Y | +62.0% | +197.2% | -135.2% | +40.5% |
| 3Y | +169.8% | +232.0% | -62.2% | +128.0% |
| 5Y | +161.5% | +102.2% | +59.2% | +130.3% |
| 10Y | +224.4% | +344.6% | -120.2% | +156.9% |
| All | +333.1% | +116.4% | +216.7% | +219.8% |
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