+410.2%
VIAV vs SIMO
+588.4%
-178.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.5% |
| 7D | +13.6% | +14.5% | -0.9% | +9.1% |
| 30D | +5.3% | +20.4% | -15.1% | -0.2% |
| 3M | -15.6% | +7.1% | -22.7% | -17.5% |
| 6M | +34.0% | +129.2% | -95.3% | +5.3% |
| YTD | +119.9% | +201.9% | -82.1% | +59.6% |
| 1Y | +235.2% | +235.5% | -0.3% | +135.8% |
| 3Y | +299.8% | +463.8% | -164.0% | +139.4% |
| 5Y | +140.1% | +306.7% | -166.6% | +48.8% |
| All | +410.2% | +588.4% | -178.2% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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