+10,549.4%
SPGI vs VIAV
+2,600.3%
+7,949.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.7% |
| 7D | +1.2% | +7.9% | -6.7% | +0.2% |
| 30D | +15.9% | -20.3% | +36.2% | +18.1% |
| 3M | +12.3% | -28.5% | +40.8% | +14.9% |
| 6M | +23.7% | -42.7% | +66.4% | +28.1% |
| YTD | -3.5% | +72.4% | -75.9% | -14.7% |
| 1Y | +0.4% | +81.5% | -81.0% | -11.9% |
| 3Y | +29.9% | +293.8% | -264.0% | +1.1% |
| 5Y | +15.2% | +101.4% | -86.3% | -3.0% |
| 10Y | +337.2% | +293.8% | +43.3% | +236.6% |
| All | +10,549.4% | +2,600.3% | +7,949.1% | +5,678.7% |
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