+705.2%
VIAV vs SCHG
+1,132.2%
-427.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.7% |
| 7D | +11.2% | -1.0% | +12.2% | +12.4% |
| 30D | -10.1% | -1.3% | -8.8% | -9.0% |
| 3M | -22.9% | +5.4% | -28.3% | -27.3% |
| 6M | +28.8% | +14.4% | +14.4% | +11.4% |
| YTD | +117.5% | +8.0% | +109.4% | +100.6% |
| 1Y | +216.1% | +12.7% | +203.3% | +178.1% |
| 3Y | +292.2% | +85.6% | +206.6% | +92.2% |
| 5Y | +141.0% | +85.5% | +55.5% | +13.1% |
| 10Y | +414.6% | +456.0% | -41.4% | -54.5% |
| All | +705.2% | +1,132.2% | -427.0% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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