+292.2%
VIAV vs SITM
+452.7%
-160.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +2.0% |
| 7D | +11.2% | +3.9% | +7.3% | +9.8% |
| 30D | -10.1% | -6.6% | -3.5% | -8.2% |
| 3M | -22.9% | -11.9% | -11.0% | -20.7% |
| 6M | +28.8% | +81.1% | -52.4% | +10.1% |
| YTD | +117.5% | +80.0% | +37.5% | +86.6% |
| 1Y | +216.1% | +145.8% | +70.2% | +152.5% |
| 3Y | +292.2% | +475.9% | -183.7% | +150.1% |
| All | +292.2% | +452.7% | -160.4% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling