+139.6%
VIAV vs SRE
+45.6%
+94.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | +11.2% | -0.8% | +12.0% | +11.5% |
| 30D | -10.1% | -3.0% | -7.1% | -9.3% |
| 3M | -22.9% | -8.3% | -14.6% | -20.7% |
| 6M | +28.8% | -8.9% | +37.7% | +33.1% |
| YTD | +117.5% | -4.3% | +121.7% | +120.8% |
| 1Y | +216.1% | +2.7% | +213.3% | +213.2% |
| 3Y | +292.2% | +28.7% | +263.5% | +244.5% |
| All | +139.6% | +45.6% | +94.1% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling