+344.1%
VIAV vs SIMO
+2,177.2%
-1,833.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | 0.0% | -3.9% |
| 7D | +7.9% | +4.1% | +3.8% | +6.8% |
| 30D | -20.3% | -24.0% | +3.7% | -12.8% |
| 3M | -28.5% | -31.8% | +3.2% | -19.1% |
| 6M | -42.7% | -36.9% | -5.8% | -33.8% |
| YTD | +72.4% | +84.8% | -12.4% | +42.2% |
| 1Y | +81.5% | +99.0% | -17.5% | +46.7% |
| 3Y | +293.8% | +217.9% | +75.9% | +170.0% |
| 5Y | +101.4% | +171.5% | -70.0% | +36.2% |
| 10Y | +293.8% | +393.3% | -99.4% | +106.6% |
| All | +344.1% | +2,177.2% | -1,833.1% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling