+404.6%
VIAV vs SBAC
+87.1%
+317.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.0% |
| 7D | +11.2% | -2.1% | +13.3% | +11.8% |
| 30D | -10.1% | +2.0% | -12.1% | -10.7% |
| 3M | -22.9% | -8.3% | -14.6% | -21.5% |
| 6M | +28.8% | +0.3% | +28.5% | +26.6% |
| YTD | +117.5% | -2.2% | +119.7% | +114.5% |
| 1Y | +216.1% | -4.6% | +220.7% | +214.2% |
| 3Y | +292.2% | -8.3% | +300.5% | +284.7% |
| 5Y | +141.0% | -42.8% | +183.8% | +172.1% |
| All | +404.6% | +87.1% | +317.4% | +351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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