+139.6%
VIAV vs SAN
+385.2%
-245.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.4% | +2.9% |
| 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% | -27.0% |
| 6M | +28.8% | +33.2% | -4.4% | +18.1% |
| YTD | +117.5% | +29.1% | +88.3% | +100.6% |
| 1Y | +216.1% | +50.2% | +165.8% | +179.9% |
| 3Y | +292.2% | +351.0% | -58.8% | +158.0% |
| All | +139.6% | +385.2% | -245.5% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling