-90.5%
VIAV vs SPYG
+559.0%
-649.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.6% |
| 7D | +11.2% | -0.9% | +12.0% | +12.4% |
| 30D | -10.1% | -1.5% | -8.6% | -8.2% |
| 3M | -22.9% | +3.7% | -26.6% | -25.6% |
| 6M | +28.8% | +16.4% | +12.4% | +7.8% |
| YTD | +117.5% | +13.3% | +104.1% | +89.3% |
| 1Y | +216.1% | +17.9% | +198.2% | +160.9% |
| 3Y | +292.2% | +98.3% | +193.9% | +57.6% |
| 5Y | +141.0% | +86.4% | +54.6% | -0.5% |
| 10Y | +414.6% | +421.9% | -7.3% | -54.1% |
| All | -90.5% | +559.0% | -649.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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