-57.2%
VIAV vs SBAC
+2,208.1%
-2,265.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.7% | +3.9% |
| 7D | -4.6% | -0.8% | -3.8% | -4.4% |
| 30D | -10.4% | +6.9% | -17.3% | -12.0% |
| 3M | -34.5% | -8.2% | -26.3% | -33.5% |
| 6M | +7.0% | -1.6% | +8.6% | +5.8% |
| YTD | +95.6% | -0.1% | +95.7% | +92.0% |
| 1Y | +197.2% | -0.5% | +197.6% | +191.9% |
| 3Y | +232.0% | -9.1% | +241.1% | +228.1% |
| 5Y | +102.2% | -43.8% | +146.0% | +123.4% |
| 10Y | +344.6% | +80.5% | +264.1% | +254.8% |
| All | -57.2% | +2,208.1% | -2,265.3% | -80.4% |
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