+205.1%
VIAV vs SAN
+48.1%
+157.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | +11.2% | -2.8% | +14.0% | +12.9% |
| 30D | -2.6% | -0.5% | -2.1% | -2.4% |
| 3M | -20.1% | +22.7% | -42.9% | -28.5% |
| 6M | +25.8% | +28.8% | -2.9% | +9.7% |
| YTD | +109.9% | +26.3% | +83.6% | +83.7% |
| All | +205.1% | +48.1% | +157.0% | +156.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling