+2.2%
SPGI vs VIAV
+136.9%
-134.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.6% |
| 7D | -3.1% | +13.6% | -16.7% | -4.0% |
| 30D | +2.0% | +5.3% | -3.3% | +1.3% |
| 3M | +4.3% | -15.6% | +19.9% | +4.8% |
| 6M | -0.2% | +34.0% | -34.2% | -7.9% |
| YTD | -14.8% | +119.9% | -134.7% | -29.0% |
| 1Y | -18.5% | +235.2% | -253.7% | -38.3% |
| 3Y | +16.0% | +299.8% | -283.8% | -17.8% |
| 5Y | +2.2% | +140.1% | -137.9% | -17.1% |
| All | +2.2% | +136.9% | -134.7% | -17.1% |
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