+153.3%
VIAV vs SITM
+4,437.5%
-4,284.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | +13.6% | +3.7% | +9.9% | +12.6% |
| 30D | +5.3% | -14.5% | +19.8% | +9.1% |
| 3M | -15.6% | -10.6% | -5.1% | -13.7% |
| 6M | +34.0% | +65.5% | -31.5% | +20.8% |
| YTD | +119.9% | +67.0% | +52.9% | +98.1% |
| 1Y | +235.2% | +138.6% | +96.6% | +180.4% |
| 3Y | +299.8% | +421.8% | -122.0% | +172.7% |
| 5Y | +140.1% | +172.4% | -32.4% | +65.9% |
| All | +153.3% | +4,437.5% | -4,284.2% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling