+306.9%
VIAV vs SFM
+132.6%
+174.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.3% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -10.4% | -4.4% | -6.0% | -10.0% |
| 3M | -34.5% | +1.5% | -36.0% | -34.8% |
| 6M | +7.0% | +6.5% | +0.5% | +5.5% |
| YTD | +95.6% | +2.2% | +93.5% | +93.4% |
| 1Y | +197.2% | -41.9% | +239.1% | +213.7% |
| 3Y | +232.0% | +106.8% | +125.2% | +181.9% |
| 5Y | +102.2% | +231.6% | -129.4% | +54.6% |
| 10Y | +344.6% | +258.4% | +86.2% | +216.3% |
| All | +306.9% | +132.6% | +174.4% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling