+197.2%
VIAV vs SGI
-17.2%
+214.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -4.6% | +8.5% | -13.1% | -5.6% |
| 30D | -10.4% | +0.7% | -11.1% | -10.3% |
| 3M | -34.5% | +0.6% | -35.1% | -34.8% |
| 6M | +7.0% | -17.9% | +24.9% | +9.7% |
| YTD | +95.6% | -21.2% | +116.8% | +101.3% |
| 1Y | +197.2% | -18.9% | +216.0% | +218.4% |
| All | +197.2% | -17.2% | +214.3% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling