+495.6%
VIAV vs STLA
+263.8%
+231.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.4% |
| 7D | -4.6% | +2.6% | -7.2% | -5.1% |
| 30D | -10.4% | -1.2% | -9.1% | -10.5% |
| 3M | -34.5% | -24.8% | -9.7% | -30.8% |
| 6M | +7.0% | -25.6% | +32.5% | +12.7% |
| YTD | +95.6% | -48.9% | +144.6% | +119.8% |
| 1Y | +197.2% | -38.8% | +236.0% | +216.7% |
| 3Y | +232.0% | -64.5% | +296.5% | +289.5% |
| 5Y | +102.2% | -62.4% | +164.6% | +128.8% |
| 10Y | +344.6% | +55.4% | +289.3% | +266.8% |
| All | +495.6% | +263.8% | +231.8% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling