+290.8%
VIAV vs SM
+18.0%
+272.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +7.9% | +9.4% | -1.5% | +6.9% |
| 30D | -20.3% | -14.4% | -5.9% | -19.3% |
| 3M | -28.5% | +1.6% | -30.1% | -29.0% |
| 6M | -42.7% | +6.3% | -49.1% | -43.7% |
| YTD | +72.4% | +78.8% | -6.4% | +59.4% |
| 1Y | +81.5% | +83.1% | -1.7% | +67.2% |
| 3Y | +293.8% | -5.9% | +299.8% | +282.4% |
| 5Y | +101.4% | +4.8% | +96.6% | +89.1% |
| All | +290.8% | +18.0% | +272.8% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling