+109.7%
VIAV vs STLD
+8,489.2%
-8,379.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -4.5% |
| 7D | +3.2% | -4.7% | +7.9% | +5.4% |
| 30D | -31.8% | -0.9% | -30.8% | -31.3% |
| 3M | -16.6% | -11.9% | -4.8% | -12.2% |
| 6M | -39.4% | +0.9% | -40.3% | -39.8% |
| YTD | +74.0% | +40.4% | +33.6% | +52.0% |
| 1Y | +70.8% | +56.6% | +14.2% | +42.8% |
| 3Y | +295.5% | +125.5% | +170.1% | +174.8% |
| 5Y | +103.3% | +292.8% | -189.5% | +5.4% |
| 10Y | +300.1% | +787.1% | -486.9% | +31.2% |
| All | +109.7% | +8,489.2% | -8,379.6% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling