+57.9%
SO vs VIAV
+136.9%
-79.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | 0.0% | +13.6% | -13.5% | -0.3% |
| 30D | -2.5% | +5.3% | -7.8% | -2.7% |
| 3M | -4.2% | -15.6% | +11.4% | -3.9% |
| 6M | -7.7% | +34.0% | -41.6% | -9.2% |
| YTD | +3.8% | +119.9% | -116.1% | -0.4% |
| 1Y | +0.1% | +235.2% | -235.1% | -6.1% |
| 3Y | +44.2% | +299.8% | -255.6% | +32.3% |
| 5Y | +57.9% | +140.1% | -82.2% | +47.2% |
| All | +57.9% | +136.9% | -79.0% | +47.2% |
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