+132.6%
VIAV vs SFM
+212.1%
-79.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.5% |
| 7D | +11.2% | -8.8% | +20.0% | +11.2% |
| 30D | -2.6% | -14.5% | +11.9% | -2.5% |
| 3M | -20.1% | -16.8% | -3.3% | -20.1% |
| 6M | +25.8% | -5.3% | +31.2% | +25.5% |
| YTD | +109.9% | -9.4% | +119.3% | +109.6% |
| 1Y | +214.3% | -46.2% | +260.4% | +224.8% |
| 3Y | +281.6% | +81.3% | +200.4% | +242.4% |
| 5Y | +132.6% | +211.9% | -79.3% | +108.6% |
| All | +132.6% | +212.1% | -79.6% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling