+96.9%
VIAV vs STLA
-74.6%
+171.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.4% |
| 7D | +7.9% | -13.8% | +21.7% | +10.6% |
| 30D | -20.3% | -10.5% | -9.8% | -19.1% |
| 3M | -28.5% | -28.9% | +0.3% | -24.8% |
| 6M | -42.7% | -49.7% | +7.0% | -35.9% |
| YTD | +72.4% | -64.9% | +137.3% | +103.4% |
| 1Y | +81.5% | -64.0% | +145.5% | +112.3% |
| 3Y | +293.8% | -77.4% | +371.3% | +401.8% |
| All | +96.9% | -74.6% | +171.5% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling