+83.3%
SPYM vs VIAV
+139.8%
-56.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | 0.0% |
| 7D | -1.0% | +11.2% | -12.2% | -2.7% |
| 30D | -1.3% | -10.1% | +8.8% | -0.1% |
| 3M | +3.6% | -22.9% | +26.5% | +6.5% |
| 6M | +13.3% | +28.8% | -15.5% | +4.7% |
| YTD | +12.4% | +117.5% | -105.0% | -7.8% |
| 1Y | +17.3% | +216.1% | -198.8% | -12.4% |
| 3Y | +76.8% | +292.2% | -215.4% | +22.1% |
| All | +83.3% | +139.8% | -56.5% | +46.8% |
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