+2,871.3%
VIAV vs SAN
+1,906.5%
+964.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | -4.6% | +1.8% | -6.4% | -5.5% |
| 30D | -10.4% | +2.0% | -12.4% | -11.2% |
| 3M | -34.5% | +19.7% | -54.2% | -39.8% |
| 6M | +7.0% | +30.6% | -23.7% | -5.7% |
| YTD | +95.6% | +28.8% | +66.8% | +72.4% |
| 1Y | +197.2% | +57.8% | +139.4% | +137.1% |
| 3Y | +232.0% | +338.1% | -106.1% | +55.9% |
| 5Y | +102.2% | +384.2% | -282.0% | -15.6% |
| 10Y | +344.6% | +353.1% | -8.5% | +68.9% |
| All | +2,871.3% | +1,906.5% | +964.9% | +369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling