+5.5%
SWKS vs VIAV
+294.8%
-289.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.3% | -11.6% | -2.1% |
| 7D | -2.7% | +15.0% | -17.8% | -6.4% |
| 30D | +8.5% | -29.7% | +38.1% | +16.9% |
| 3M | +17.3% | -18.3% | +35.6% | +19.9% |
| 6M | +25.1% | -37.6% | +62.7% | +35.9% |
| YTD | +33.3% | +79.5% | -46.1% | +6.4% |
| 1Y | +22.9% | +79.6% | -56.7% | -2.2% |
| 3Y | +5.5% | +310.0% | -304.5% | -40.9% |
| All | +5.5% | +294.8% | -289.3% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling