+461.8%
STM vs VIAV
+315.1%
+146.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.1% |
| 7D | +16.3% | +23.7% | -7.4% | +4.4% |
| 30D | -6.3% | -21.2% | +14.9% | +4.1% |
| 3M | -14.1% | -24.5% | +10.4% | -3.9% |
| 6M | -19.6% | -39.1% | +19.5% | -1.8% |
| YTD | +80.1% | +82.6% | -2.5% | +19.5% |
| 1Y | +95.4% | +82.7% | +12.7% | +28.7% |
| 3Y | +14.7% | +315.1% | -300.4% | -56.8% |
| 5Y | -5.4% | +113.4% | -118.8% | -47.4% |
| All | +461.8% | +315.1% | +146.7% | +142.6% |
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