-14.4%
SMR vs VIAV
+137.9%
-152.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.6% | -19.3% | -17.2% |
| 7D | -11.2% | +11.2% | -22.4% | -15.1% |
| 30D | -10.2% | -10.1% | -0.1% | -6.9% |
| 3M | -10.0% | -22.9% | +12.8% | -2.4% |
| 6M | -30.5% | +28.8% | -59.2% | -40.3% |
| YTD | -39.2% | +117.5% | -156.7% | -60.6% |
| 1Y | -75.5% | +216.1% | -291.6% | -87.0% |
| 3Y | +45.4% | +292.2% | -246.8% | -34.8% |
| All | -14.4% | +137.9% | -152.3% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling