+293.8%
VIAV vs SM
-3.9%
+297.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +7.9% | +9.4% | -1.5% | +7.0% |
| 30D | -20.3% | -14.4% | -5.9% | -19.4% |
| 3M | -28.5% | +1.6% | -30.1% | -29.2% |
| 6M | -42.7% | +6.3% | -49.1% | -43.7% |
| YTD | +72.4% | +78.8% | -6.4% | +52.1% |
| 1Y | +81.5% | +83.1% | -1.7% | +59.0% |
| 3Y | +293.8% | -5.9% | +299.8% | +248.5% |
| All | +293.8% | -3.9% | +297.8% | +248.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling