+16.7%
STM vs VIAV
+295.9%
-279.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +2.7% |
| 7D | +12.0% | +7.9% | +4.1% | +8.6% |
| 30D | -0.4% | -20.3% | +19.9% | +7.4% |
| 3M | -13.2% | -28.5% | +15.4% | -3.3% |
| 6M | -26.1% | -42.7% | +16.6% | -12.4% |
| YTD | +81.2% | +72.4% | +8.8% | +52.5% |
| 1Y | +98.3% | +81.5% | +16.9% | +63.6% |
| 3Y | +16.7% | +293.8% | -277.1% | -30.8% |
| All | +16.7% | +295.9% | -279.1% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling