+21.1%
STM vs VIAV
+290.6%
-269.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.7% | -4.5% |
| 7D | +5.2% | +11.3% | -6.1% | +0.9% |
| 30D | -7.4% | -1.0% | -6.4% | -7.8% |
| 3M | -30.6% | -20.5% | -10.1% | -25.9% |
| 6M | +66.4% | +39.0% | +27.4% | +51.0% |
| YTD | +101.1% | +117.5% | -16.3% | +56.6% |
| 1Y | +97.4% | +233.8% | -136.4% | +30.1% |
| 3Y | +21.1% | +295.4% | -274.3% | -32.0% |
| All | +21.1% | +290.6% | -269.5% | -32.0% |
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 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