+327.7%
VIAV vs SARO
-22.5%
+350.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.2% |
| 7D | +11.2% | -3.1% | +14.3% | +12.0% |
| 30D | -10.1% | -12.2% | +2.1% | -7.1% |
| 3M | -22.9% | -7.4% | -15.5% | -21.5% |
| 6M | +28.8% | -15.3% | +44.0% | +32.7% |
| YTD | +117.5% | -16.2% | +133.6% | +123.8% |
| 1Y | +216.1% | -12.1% | +228.2% | +220.4% |
| All | +327.7% | -22.5% | +350.2% | +327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling