+96.9%
VIAV vs SAN
+294.0%
-197.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.8% |
| 7D | +7.9% | +4.0% | +3.9% | +6.6% |
| 30D | -20.3% | -7.8% | -12.5% | -18.3% |
| 3M | -28.5% | -16.4% | -12.2% | -24.4% |
| 6M | -42.7% | +3.5% | -46.2% | -43.3% |
| YTD | +72.4% | +6.7% | +65.7% | +68.6% |
| 1Y | +81.5% | +14.5% | +67.0% | +74.1% |
| 3Y | +293.8% | +243.5% | +50.3% | +178.8% |
| All | +96.9% | +294.0% | -197.1% | +37.6% |
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