+75.3%
VIAV vs SARO
-7.8%
+83.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | -14.7% | +15.8% | -30.5% | -16.9% |
| 30D | -37.4% | +22.2% | -59.6% | -39.6% |
| 3M | -27.1% | -16.2% | -10.9% | -23.5% |
| 6M | -44.0% | +4.6% | -48.6% | -45.1% |
| YTD | +64.9% | -10.4% | +75.2% | +63.8% |
| 1Y | +75.3% | -6.5% | +81.8% | +71.7% |
| All | +75.3% | -7.8% | +83.1% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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