+404.6%
VIAV vs SFM
+271.4%
+133.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +11.2% | -10.6% | +21.8% | +12.1% |
| 30D | -10.1% | -15.5% | +5.4% | -9.0% |
| 3M | -22.9% | -17.4% | -5.4% | -21.9% |
| 6M | +28.8% | -3.4% | +32.2% | +28.3% |
| YTD | +117.5% | -8.7% | +126.1% | +117.2% |
| 1Y | +216.1% | -47.2% | +263.2% | +234.1% |
| 3Y | +292.2% | +82.7% | +209.5% | +240.7% |
| 5Y | +141.0% | +214.3% | -73.3% | +87.8% |
| All | +404.6% | +271.4% | +133.1% | +248.8% |
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