+404.6%
VIAV vs STLA
+55.1%
+349.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.1% |
| 7D | +11.2% | -2.9% | +14.0% | +11.9% |
| 30D | -10.1% | +0.9% | -11.0% | -10.7% |
| 3M | -22.9% | -21.6% | -1.2% | -18.6% |
| 6M | +28.8% | -21.6% | +50.4% | +35.2% |
| YTD | +117.5% | -50.4% | +167.9% | +152.2% |
| 1Y | +216.1% | -43.6% | +259.6% | +247.8% |
| 3Y | +292.2% | -66.4% | +358.6% | +384.5% |
| 5Y | +141.0% | -62.3% | +203.3% | +177.3% |
| All | +404.6% | +55.1% | +349.5% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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