+290.8%
VIAV vs STLD
+761.4%
-470.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.4% | -4.5% |
| 7D | +7.9% | +2.9% | +5.0% | +6.9% |
| 30D | -20.3% | -5.6% | -14.8% | -18.4% |
| 3M | -28.5% | -11.7% | -16.8% | -25.3% |
| 6M | -42.7% | -2.8% | -39.9% | -42.1% |
| YTD | +72.4% | +36.4% | +35.9% | +56.1% |
| 1Y | +81.5% | +50.0% | +31.4% | +59.4% |
| 3Y | +293.8% | +122.3% | +171.5% | +195.2% |
| 5Y | +101.4% | +273.2% | -171.8% | +19.5% |
| All | +290.8% | +761.4% | -470.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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