-62.3%
VIAV vs SBAC
+2,222.3%
-2,284.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.0% |
| 7D | +7.9% | +0.6% | +7.3% | +7.7% |
| 30D | -20.3% | +5.5% | -25.8% | -21.7% |
| 3M | -28.5% | +3.1% | -31.6% | -29.6% |
| 6M | -42.7% | -7.0% | -35.7% | -42.6% |
| YTD | +72.4% | +0.5% | +71.9% | +68.0% |
| 1Y | +81.5% | +0.2% | +81.2% | +77.0% |
| 3Y | +293.8% | -7.4% | +301.2% | +285.6% |
| 5Y | +101.4% | -39.7% | +141.1% | +117.5% |
| 10Y | +293.8% | +112.5% | +181.3% | +200.2% |
| All | -62.3% | +2,222.3% | -2,284.6% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling