+96.9%
VIAV vs SBAC
-39.6%
+136.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.8% |
| 7D | +7.9% | +0.6% | +7.3% | +7.8% |
| 30D | -20.3% | +5.5% | -25.8% | -21.3% |
| 3M | -28.5% | +3.1% | -31.6% | -29.2% |
| 6M | -42.7% | -7.0% | -35.7% | -42.3% |
| YTD | +72.4% | +0.5% | +71.9% | +69.4% |
| 1Y | +81.5% | +0.2% | +81.2% | +78.5% |
| 3Y | +293.8% | -7.4% | +301.2% | +286.3% |
| All | +96.9% | -39.6% | +136.5% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling