+404.0%
VIAV vs SIMO
+3,332.4%
-2,928.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.7% | -5.0% | +1.1% |
| 7D | -4.6% | +4.2% | -8.8% | -5.8% |
| 30D | -10.4% | +4.1% | -14.5% | -11.4% |
| 3M | -34.5% | -12.9% | -21.6% | -32.0% |
| 6M | +7.0% | +110.3% | -103.4% | -15.6% |
| YTD | +95.6% | +178.6% | -83.0% | +41.4% |
| 1Y | +197.2% | +220.0% | -22.8% | +105.7% |
| 3Y | +232.0% | +409.0% | -177.0% | +95.7% |
| 5Y | +102.2% | +277.3% | -175.1% | +22.3% |
| 10Y | +344.6% | +506.6% | -162.0% | +115.5% |
| All | +404.0% | +3,332.4% | -2,928.4% | -5.3% |
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