+22.5%
STM vs VIAV
+132.3%
-109.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.7% | -5.0% |
| 7D | +5.2% | +11.3% | -6.1% | +0.3% |
| 30D | -7.4% | -1.0% | -6.4% | -7.9% |
| 3M | -30.6% | -20.5% | -10.1% | -25.2% |
| 6M | +66.4% | +39.0% | +27.4% | +44.2% |
| YTD | +101.1% | +117.5% | -16.3% | +41.5% |
| 1Y | +97.4% | +233.8% | -136.4% | +12.1% |
| 3Y | +21.1% | +295.4% | -274.3% | -39.4% |
| 5Y | +22.5% | +134.3% | -111.8% | -15.4% |
| All | +22.5% | +132.3% | -109.8% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling