+2,518.5%
VIAV vs SM
+1,070.9%
+1,447.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +7.9% | +9.4% | -1.5% | +6.1% |
| 30D | -20.3% | -14.4% | -5.9% | -18.4% |
| 3M | -28.5% | +1.6% | -30.1% | -29.4% |
| 6M | -42.7% | +6.3% | -49.1% | -44.5% |
| YTD | +72.4% | +78.8% | -6.4% | +49.7% |
| 1Y | +81.5% | +83.1% | -1.7% | +56.7% |
| 3Y | +293.8% | -5.9% | +299.8% | +272.1% |
| 5Y | +101.4% | +4.8% | +96.6% | +77.0% |
| 10Y | +293.8% | +17.5% | +276.3% | +117.2% |
| All | +2,518.5% | +1,070.9% | +1,447.5% | +588.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling