+644.6%
STM vs VIAV
+401.3%
+243.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +3.0% | +0.6% |
| 7D | -1.1% | +11.2% | -12.3% | -6.6% |
| 30D | -7.8% | -2.6% | -5.2% | -8.0% |
| 3M | -28.2% | -20.1% | -8.1% | -21.8% |
| 6M | +52.0% | +25.8% | +26.1% | +30.1% |
| YTD | +96.4% | +109.9% | -13.5% | +24.1% |
| 1Y | +98.8% | +214.3% | -115.5% | -2.2% |
| 3Y | +18.3% | +281.6% | -263.4% | -51.3% |
| 5Y | +17.7% | +132.6% | -114.9% | -35.6% |
| All | +644.6% | +401.3% | +243.2% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling