+232.6%
VIAV vs SNY
+241.9%
-9.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +11.2% | -3.3% | +14.5% | +13.0% |
| 30D | -10.1% | -2.2% | -8.0% | -9.4% |
| 3M | -22.9% | -3.0% | -19.8% | -22.8% |
| 6M | +28.8% | +2.7% | +26.0% | +24.4% |
| YTD | +117.5% | -6.8% | +124.3% | +120.6% |
| 1Y | +216.1% | -5.3% | +221.3% | +216.8% |
| 3Y | +292.2% | -9.8% | +302.0% | +279.4% |
| 5Y | +141.0% | +9.7% | +131.3% | +98.5% |
| 10Y | +414.6% | +64.5% | +350.1% | +213.4% |
| All | +232.6% | +241.9% | -9.3% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling