+6,906.6%
STRL vs VIAV
+401.3%
+6,505.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.5% | +0.1% |
| 7D | +5.4% | +11.2% | -5.8% | 0.0% |
| 30D | -9.0% | -2.6% | -6.4% | -8.3% |
| 3M | -37.1% | -20.1% | -16.9% | -30.5% |
| 6M | +17.8% | +25.8% | -8.0% | +6.6% |
| YTD | +58.3% | +109.9% | -51.5% | +13.2% |
| 1Y | +61.0% | +214.3% | -153.3% | -4.7% |
| 3Y | +517.8% | +281.6% | +236.2% | +225.8% |
| 5Y | +2,119.0% | +132.6% | +1,986.5% | +1,310.3% |
| All | +6,906.6% | +401.3% | +6,505.3% | +3,356.8% |
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