+1.5%
SMR vs VIAV
+129.6%
-128.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.5% | -1.0% | -3.6% |
| 7D | +4.7% | +11.2% | -6.5% | +0.4% |
| 30D | +3.2% | -2.6% | +5.8% | +3.2% |
| 3M | +9.9% | -20.1% | +30.0% | +17.9% |
| 6M | -15.1% | +25.8% | -41.0% | -26.2% |
| YTD | -27.9% | +109.9% | -137.8% | -52.4% |
| 1Y | -70.2% | +214.3% | -284.5% | -84.2% |
| 3Y | +72.5% | +281.6% | -209.2% | -21.4% |
| All | +1.5% | +129.6% | -128.1% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling