+2,285.7%
STM vs VIAV
+1,561.9%
+723.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.6% |
| 7D | +5.8% | -4.6% | +10.4% | +7.5% |
| 30D | -1.0% | -10.4% | +9.4% | +2.1% |
| 3M | -33.3% | -34.5% | +1.2% | -23.4% |
| 6M | +57.4% | +7.0% | +50.4% | +50.8% |
| YTD | +102.2% | +95.6% | +6.6% | +53.8% |
| 1Y | +99.6% | +197.2% | -97.6% | +29.4% |
| 3Y | +14.5% | +232.0% | -217.5% | -30.7% |
| 5Y | +21.4% | +102.2% | -80.8% | -13.5% |
| 10Y | +695.0% | +344.6% | +350.3% | +337.0% |
| All | +2,285.7% | +1,561.9% | +723.8% | +658.4% |
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 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