+404.6%
VIAV vs SMTC
+548.2%
-143.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +1.8% |
| 7D | +11.2% | +13.1% | -1.9% | +6.7% |
| 30D | -10.1% | +19.5% | -29.6% | -15.5% |
| 3M | -22.9% | +2.2% | -25.1% | -23.5% |
| 6M | +28.8% | +94.9% | -66.1% | +4.2% |
| YTD | +117.5% | +127.0% | -9.5% | +69.4% |
| 1Y | +216.1% | +174.6% | +41.5% | +131.3% |
| 3Y | +292.2% | +615.9% | -323.7% | +76.4% |
| 5Y | +141.0% | +125.6% | +15.4% | +57.9% |
| All | +404.6% | +548.2% | -143.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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