+7.5%
SMR vs VIAV
+140.5%
-133.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.8% |
| 7D | +13.1% | +13.6% | -0.5% | +7.4% |
| 30D | +17.8% | +5.3% | +12.4% | +13.9% |
| 3M | +8.1% | -15.6% | +23.7% | +13.2% |
| 6M | -11.1% | +34.0% | -45.1% | -24.8% |
| YTD | -23.7% | +119.9% | -143.6% | -50.6% |
| 1Y | -69.4% | +235.2% | -304.6% | -84.2% |
| 3Y | +82.6% | +299.8% | -217.2% | -18.4% |
| All | +7.5% | +140.5% | -133.1% | -50.6% |
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 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