+350.3%
VIAV vs SNY
+67.2%
+283.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.3% | -14.0% | -13.1% |
| 7D | -3.0% | -2.1% | -0.9% | -2.6% |
| 30D | -22.3% | -0.9% | -21.4% | -22.3% |
| 3M | -36.7% | -2.1% | -34.7% | -36.9% |
| 6M | +12.8% | +4.9% | +8.0% | +10.0% |
| YTD | +89.8% | -5.6% | +95.4% | +90.8% |
| 1Y | +181.1% | -2.8% | +183.9% | +179.7% |
| 3Y | +240.9% | -8.7% | +249.7% | +235.7% |
| 5Y | +110.2% | +11.2% | +99.0% | +84.0% |
| 10Y | +350.3% | +66.5% | +283.8% | +228.6% |
| All | +350.3% | +67.2% | +283.2% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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