+404.6%
VIAV vs SAN
+357.1%
+47.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.4% | +2.8% |
| 7D | +11.2% | +0.2% | +11.0% | +11.1% |
| 30D | -10.1% | +0.9% | -11.1% | -10.4% |
| 3M | -22.9% | +19.1% | -42.0% | -27.5% |
| 6M | +28.8% | +33.2% | -4.4% | +16.7% |
| YTD | +117.5% | +29.1% | +88.3% | +98.5% |
| 1Y | +216.1% | +50.2% | +165.8% | +173.9% |
| 3Y | +292.2% | +351.0% | -58.8% | +129.4% |
| 5Y | +141.0% | +394.7% | -253.7% | +31.1% |
| All | +404.6% | +357.1% | +47.5% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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