+2,037.8%
STM vs VIAV
+1,364.6%
+673.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +2.5% |
| 7D | +12.0% | +7.9% | +4.1% | +8.9% |
| 30D | -0.4% | -20.3% | +19.9% | +7.2% |
| 3M | -13.2% | -28.5% | +15.4% | -3.8% |
| 6M | -26.1% | -42.7% | +16.6% | -12.3% |
| YTD | +81.2% | +72.4% | +8.8% | +42.3% |
| 1Y | +98.3% | +81.5% | +16.9% | +52.5% |
| 3Y | +16.7% | +293.8% | -277.1% | -34.0% |
| 5Y | -4.8% | +101.4% | -106.3% | -32.8% |
| 10Y | +468.8% | +293.8% | +175.0% | +222.7% |
| All | +2,037.8% | +1,364.6% | +673.3% | +601.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling