+290.8%
VIAV vs SFM
+140.2%
+150.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.7% |
| 7D | +7.9% | +6.0% | +1.9% | +7.5% |
| 30D | -20.3% | -19.5% | -0.9% | -19.5% |
| 3M | -28.5% | -37.0% | +8.5% | -26.6% |
| 6M | -42.7% | -41.0% | -1.7% | -40.9% |
| YTD | +72.4% | -34.6% | +107.0% | +75.4% |
| 1Y | +81.5% | -36.3% | +117.7% | +84.9% |
| 3Y | +293.8% | +24.5% | +269.3% | +250.6% |
| 5Y | +101.4% | +115.9% | -14.4% | +60.5% |
| All | +290.8% | +140.2% | +150.7% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling