-53.0%
SWKS vs VIAV
+103.0%
-156.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.1% | +2.3% |
| 7D | +12.5% | -4.6% | +17.1% | +14.2% |
| 30D | +10.5% | -10.4% | +20.9% | +13.1% |
| 3M | -7.4% | -34.5% | +27.1% | +4.2% |
| 6M | +32.7% | +7.0% | +25.7% | +24.6% |
| YTD | +19.2% | +95.6% | -76.5% | -13.1% |
| 1Y | +2.4% | +197.2% | -194.8% | -38.6% |
| 3Y | -25.6% | +232.0% | -257.6% | -59.2% |
| All | -53.0% | +103.0% | -156.1% | -67.1% |
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