+17.6%
VIAV vs SRE
+1,544.3%
-1,526.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +13.6% | +1.5% | +12.1% | +12.9% |
| 30D | +5.3% | +0.8% | +4.5% | +4.6% |
| 3M | -15.6% | -5.8% | -9.8% | -13.7% |
| 6M | +34.0% | -7.8% | +41.8% | +38.8% |
| YTD | +119.9% | -2.4% | +122.2% | +121.4% |
| 1Y | +235.2% | +8.9% | +226.3% | +220.5% |
| 3Y | +299.8% | +31.1% | +268.7% | +240.3% |
| 5Y | +140.1% | +48.6% | +91.5% | +89.4% |
| 10Y | +420.3% | +126.1% | +294.2% | +215.3% |
| All | +17.6% | +1,544.3% | -1,526.7% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling