+290.8%
VIAV vs STT
+198.3%
+92.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.5% |
| 7D | +7.9% | +4.8% | +3.1% | +5.7% |
| 30D | -20.3% | +3.9% | -24.2% | -21.3% |
| 3M | -28.5% | -8.2% | -20.4% | -25.1% |
| 6M | -42.7% | +15.6% | -58.3% | -45.8% |
| YTD | +72.4% | +37.6% | +34.8% | +51.1% |
| 1Y | +81.5% | +50.1% | +31.3% | +53.3% |
| 3Y | +293.8% | +183.1% | +110.8% | +149.6% |
| 5Y | +101.4% | +104.8% | -3.4% | +41.3% |
| All | +290.8% | +198.3% | +92.6% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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