+154.8%
SO vs VIAV
+401.3%
-246.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.9% | -0.3% |
| 7D | -1.1% | +11.2% | -12.4% | -2.1% |
| 30D | -3.7% | -2.6% | -1.1% | -3.8% |
| 3M | -5.9% | -20.1% | +14.2% | -4.9% |
| 6M | -7.3% | +25.8% | -33.2% | -11.2% |
| YTD | +3.1% | +109.9% | -106.8% | -7.3% |
| 1Y | -1.0% | +214.3% | -215.3% | -15.6% |
| 3Y | +43.2% | +281.6% | -238.4% | +16.3% |
| 5Y | +59.1% | +132.6% | -73.5% | +38.2% |
| All | +154.8% | +401.3% | -246.6% | +106.3% |
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 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