+7,285.0%
STRL vs VIAV
+419.4%
+6,865.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +3.7% |
| 7D | +5.0% | +11.2% | -6.1% | -0.3% |
| 30D | -6.9% | -10.1% | +3.2% | -2.3% |
| 3M | -39.1% | -22.9% | -16.2% | -31.8% |
| 6M | +21.5% | +28.8% | -7.3% | +8.8% |
| YTD | +66.9% | +117.5% | -50.6% | +17.4% |
| 1Y | +61.6% | +216.1% | -154.4% | -4.7% |
| 3Y | +560.0% | +292.2% | +267.8% | +243.7% |
| 5Y | +2,238.9% | +141.0% | +2,097.9% | +1,362.5% |
| All | +7,285.0% | +419.4% | +6,865.5% | +3,484.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling