+12.5%
SPGI vs VIAV
+113.2%
-100.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -0.8% | +23.7% | -24.6% | -1.8% |
| 30D | +14.3% | -21.2% | +35.4% | +15.4% |
| 3M | +14.5% | -24.5% | +39.0% | +15.7% |
| 6M | +17.3% | -39.1% | +56.3% | +19.9% |
| YTD | -4.6% | +82.6% | -87.2% | -20.0% |
| 1Y | +0.8% | +82.7% | -81.9% | -15.8% |
| 3Y | +28.8% | +315.1% | -286.3% | -14.1% |
| All | +12.5% | +113.2% | -100.7% | -10.0% |
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