+75.3%
VIAV vs SITM
+47.5%
+27.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.4% | +7.1% | +2.5% |
| 7D | -14.7% | -19.5% | +4.8% | -4.8% |
| 30D | -37.4% | -43.2% | +5.8% | -17.2% |
| 3M | -27.1% | -30.8% | +3.7% | -12.8% |
| 6M | -44.0% | -28.6% | -15.4% | -34.6% |
| YTD | +64.9% | +14.2% | +50.7% | +60.3% |
| 1Y | +75.3% | +44.4% | +30.9% | +68.1% |
| All | +75.3% | +47.5% | +27.8% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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