+404.6%
VIAV vs STT
+271.9%
+132.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.1% |
| 7D | +11.2% | -0.4% | +11.6% | +11.3% |
| 30D | -10.1% | +1.7% | -11.8% | -10.8% |
| 3M | -22.9% | +17.9% | -40.8% | -28.4% |
| 6M | +28.8% | +55.3% | -26.5% | +5.6% |
| YTD | +117.5% | +52.7% | +64.8% | +80.2% |
| 1Y | +216.1% | +75.7% | +140.4% | +146.1% |
| 3Y | +292.2% | +197.9% | +94.3% | +140.0% |
| 5Y | +141.0% | +158.8% | -17.8% | +50.5% |
| All | +404.6% | +271.9% | +132.6% | +130.7% |
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