+404.6%
VIAV vs SGI
+270.1%
+134.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.3% |
| 7D | +11.2% | -4.5% | +15.6% | +12.6% |
| 30D | -10.1% | +4.2% | -14.3% | -11.4% |
| 3M | -22.9% | -7.4% | -15.4% | -21.9% |
| 6M | +28.8% | -15.1% | +43.8% | +33.0% |
| YTD | +117.5% | -24.7% | +142.1% | +131.3% |
| 1Y | +216.1% | -21.8% | +237.8% | +231.3% |
| 3Y | +292.2% | +50.0% | +242.2% | +235.8% |
| 5Y | +141.0% | +48.9% | +92.0% | +98.3% |
| All | +404.6% | +270.1% | +134.5% | +177.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling