+95.4%
STM vs VIAV
+80.8%
+14.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.0% |
| 7D | +16.3% | +23.7% | -7.4% | +6.5% |
| 30D | -6.3% | -21.2% | +14.9% | +1.8% |
| 3M | -14.1% | -24.5% | +10.4% | -5.7% |
| 6M | -19.6% | -39.1% | +19.5% | -6.8% |
| YTD | +80.1% | +82.6% | -2.5% | +76.0% |
| 1Y | +95.4% | +82.7% | +12.7% | +90.1% |
| All | +95.4% | +80.8% | +14.6% | +90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling