+216.1%
VIAV vs SRE
+4.6%
+211.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.0% |
| 7D | +11.2% | -0.8% | +12.0% | +11.7% |
| 30D | -10.1% | -3.0% | -7.1% | -8.9% |
| 3M | -22.9% | -8.3% | -14.6% | -19.8% |
| 6M | +28.8% | -8.9% | +37.7% | +35.8% |
| YTD | +117.5% | -4.3% | +121.7% | +127.9% |
| 1Y | +216.1% | +2.7% | +213.3% | +236.6% |
| All | +216.1% | +4.6% | +211.5% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling