+2,871.3%
VIAV vs SM
+1,203.7%
+1,667.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -10.4% | +26.3% | -36.7% | -14.3% |
| 3M | -34.5% | +8.7% | -43.2% | -36.0% |
| 6M | +7.0% | +51.7% | -44.7% | -3.0% |
| YTD | +95.6% | +99.0% | -3.4% | +68.0% |
| 1Y | +197.2% | +34.6% | +162.6% | +172.5% |
| 3Y | +232.0% | -7.8% | +239.8% | +216.7% |
| 5Y | +102.2% | +104.8% | -2.6% | +57.1% |
| 10Y | +344.6% | +7.2% | +337.4% | +153.0% |
| All | +2,871.3% | +1,203.7% | +1,667.7% | +673.0% |
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