+318.0%
SPYM vs VIAV
+419.4%
-101.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.1% |
| 7D | -0.8% | +11.2% | -11.9% | -3.2% |
| 30D | -1.1% | -10.1% | +9.0% | +0.7% |
| 3M | +3.9% | -22.9% | +26.8% | +7.9% |
| 6M | +13.6% | +28.8% | -15.2% | +1.5% |
| YTD | +12.7% | +117.5% | -104.7% | -14.2% |
| 1Y | +17.6% | +216.1% | -198.5% | -20.7% |
| 3Y | +77.2% | +292.2% | -215.0% | +7.8% |
| 5Y | +84.1% | +141.0% | -56.9% | +28.8% |
| All | +318.0% | +419.4% | -101.4% | +137.4% |
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